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)