Hello again...
I've got one more question with respect to my previous
e-mail....
I've got 32 variables for 16 objects (2 for each of them) and want to use
such a pairs of variables [1;17], [2;18], [3;19], ..., [16;32] to make some
tests and computations.
Why the following script doesn't work?
Script:
loop for i=1..16
k=i+16
adf 2
$i $k --c --test-down
kpss 2 $i $k --trend
coint2 1 $i $k
vecm 1 1 $i
$k
endloop
Best wishes...
Mariusz
Szczecin (Poland)