stata - Unit root test for a group of variables -
i want perform unit root tests (adf, dfgls, kpss) on group of variables, x1, x2, x3, x4
. possible write code in stata perform tests in 1 go variables? tried using foreach
, unsuccessful.
in stata do-file tried:
foreach var of varlist lic lac ldc lcc { dfuller 'var' }
where lic, lac, ldc
, , lcc
variable names.
i getting error message
' invalid name
you using incorrect quotes (de)reference local macro var
. should open backtick quote `
, close regular quote '
. should `var'
. have 2 regular quotes: 'var'
.
a reference manual: [u] 18.3.1 local macros.
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