I'm trying to perform several ADF tests and save the results (statistic + p-value) inside a matrix. Please take a look at my script: <script> open australia.gdt list Variables = lpus iau2 lpau scalar T = nelem(Variables) scalar lag = int(12*($nobs/100)^(1/4)) matrix ADF = zeros(nelem(Variables),2) colnames(ADF, "estatistica p-valor") rownames(ADF, "lpus iau2 lpau") loop foreach i Variables loop j=1..T adf lag $i --c --test-down matrix ADF[$j,] = $test ~ $pvalue endloop endloop