Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Multiple regression

    Hi!
    I'd be grateful for help with that:
    I have over 1000 products and I would like to test for unit root in their prices- each of them separately.
    I tried (after tsset)

    foreach x in product{
    dfuller price L.price if product==`x'
    }

    But the results are the same as if I just ran
    dfuller price L.price

    What I would like to see is the result of dfuller test FOR EACH product, ie.
    product=="a"
    dfuller results

    product=="b"
    dfuller results

    etc

    Thanks!
Working...
X