Hello...
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. I've written a script but still wondering if there better possibility to do this.
 
Script:
loop for i=1..16
    loop for  k=17..32
if k-i=16
    adf 2 $i $k --c --test-down
    kpss 2 $i $k --trend
    coint2 1 $i $k
    vecm 1 1 $i $k
endif
endloop
endloop
 
What do you think?
Best wishes...
Mariusz
Szczecin (Poland)