gen b = .

gen z = .

gen p = .

forvalue i=1(1)478 {

tempname M

capture noisily arch ut rmrf smb hml umd if id==`i', archm arch(1) garch(1) archmex(sqrt(X)) distribution(t)

if _rc==0 {

matrix `M'= r(table)

replace b=`M'[1,6] if id==`i'

replace z=`M'[3,6] if id==`i'

replace p=`M'[4,6] if id==`i'

}

}

gen z = .

gen p = .

forvalue i=1(1)478 {

tempname M

capture noisily arch ut rmrf smb hml umd if id==`i', archm arch(1) garch(1) archmex(sqrt(X)) distribution(t)

if _rc==0 {

matrix `M'= r(table)

replace b=`M'[1,6] if id==`i'

replace z=`M'[3,6] if id==`i'

replace p=`M'[4,6] if id==`i'

}

}

The STATA has been running for almost 6 days and nights. Is it normal?

Many thanks.

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