I think p should be a scalar not a series. Logan T-Mobile, America's First Nationwide 4G Network Marcin Pietrzak <marcin18109(a)gmail.com&gt; wrote: Hi everyone, I am writing to you in order to find some help concerning construction of the loop. My aim is to build a loop which automatically create a first differences of each time serie if it does not pass the ADF test. You can find below my script but there is something wrong with it because it shows a problem with commaf 'if'. loop foreach i xlist adf 30 xlist.$i --test-down genr p$i = $pvalue if p$i < 0,05 genr d_i = diff(xlist.$i) endloop Do you have any ideas what should be changed?