How to store multiple regression results

[Petr Hotovec]

Hello, I am currently running a Vector autoregression with 5 lags and 4 exogenous variables. I have 150 different groups so I repeat command by groups. I want to store the results, especially the coefficients and z statistics. I then want to take the coefficients for statistically relevant lags and variables and plot it to see what is the variance in effects on different groups. I struggle with saving the results, I failed to create a loop, so I used the stata in-build command. Any idea how to do it?

[Petr Hotovec]

actually I am pretty dumb, I realised I have to get different lags for each regression.