Help with ADO file

[TINA PARATE]

Hi
I am new to STATA.
I want to use the similar commands as this attached paper to create an index using DFM (Dynamic Factor Model) with panel data on STATA.
https://www.stata.com/meeting/2italian/Federici.pdf
When I run the commands 'symmetric ST[24,24]' and 'eigenvalues[1,24]', I keep getting "unrecognized command".
When I type in 'which symmetric' or 'which eigenvalues' I get "command symmetric not found as either built-in or ado-file" or "command eigenvalues not found as either built-in or ado-file".
Can someone help me with this, please?
Do I need to install any ADO file from STATA?
If yes, how and which one?

Thanks so much in advance.
Any quick help will be appreciated.
I am on the last leg of my research.

Please, please help kind souls!

[Nick Cox]

The allusiton is to page 5 of the link in #1.

symmetric ST[24,24]

eigenvalues[1,24]

These are results that Stata would give you if you have such matrices in ,memory and issued the commands

mat list ST 

mat list eigevanlues

They aren't Stata commands. There is nothing to install.

[TINA PARATE]

Hi Nick!
Thank you so much for clarifying. My silly self thought of it as a command.

One more thing.
In the paper there are 9 time periods, 13 cross-sections and 3 variables.
I have 76 time periods, 27 cross-sections and 24 variables.
The 1st command in the screenshot attached, it has "..2/9..." will it be "...2/76..." I'm not really sure what this 2 means here and whether it will be the same in my command as well. Can you guide.
And when I'm running the 2nd command as "forvalues i = 1/27 {
twoway (line unit`i'1 t), xtitle(,size(zero)color(ltbluishgray)) legend(off) nodraw
graph save unit`i', replace
}" ....I get "variable uniti1 not found"

Thanks

[Nick Cox]

I would seek help from the presentation authors in this case.

[TINA PARATE]

Tried that. But not able to connect with them.

[TINA PARATE]

refer page no. 11 https://www.stata.com/meeting/2italian/Federici.pdf
STATA command:

matrix ST=J(24,24,0)

forvalues i=1(27)2052 {
matrix num = J(1,1,0)
matrix C=A[`i'..(`i'+27-1),1...]
svmat C
matrix accum cov = C1-C24, deviations noconstant
matrix cov=cov/(r(N)-1)
matrix ST=ST+cov
drop C1-C24
forvalues k = 1/24 {
mat num = num + (e`k'*cov*e`k')
}
mat I_`t' = num/trace(cov)
mat list I_`t'
local t = `t'+1
}
OUTPUT I am getting:

(obs=27)
conformability error
r(503);
This happens when there could be a problem with the matrix form compatibility
But I am unable to figure out that mathematical part.

Please help