cumulative summation of coefficient

[Giacomo Porcellotti]

Hello statalists,

I am trying to compute a tsset variable with observations equal to the cumulative summation of coefficients up to `i', i.e. φ₀ for h = 0, φ₀ + φ₁ for h = 1, φ₀ + φ₁ + φ₂ for h = 2, and so on.

h=_n
forvalues i=0/8 {
qui reg F`i'.GDP_growth L(0/2).MPshock_CGK if t>=tq(1965q3) & t<=tq(2008Q4), r
qui g GDP_response= _b[MPshock_CGK] if h==`i'
}

The above codes gives me the φi, unfortunately I don't know how to sum them up to `i', i.e. I need GDP_response be a time series as:
t₀ φ₀
t₁ φ₀ + φ1
t₂ φ₀ + φ₁ + φ2
t₃ φ₀ + φ₁ + φ₂ + φ₃
t₄ φ₀ + φ₁ + φ₂ + φ₃ + φ4

Bests,

G

[Carlo Lazzaro]

Giacomo:
I'd take a look at -lincom-.

[Giacomo Porcellotti]

Hello Carlo,

I see that -lincom- is a command to compute linear combinations of coefficients of the same regression. However, here I need to compute 8 coefficients of 8 different regressions.

[Carlo Lazzaro]

Giacomo:
have you considered -suest- or -sureg-?

[Giacomo Porcellotti]

Carlo: actually -suest- is a command that could be usefull for my puposes, thanks!

Giacomo