Help with replication STATA command

[TINA PARATE]

Hi
I am constructing an index with Panel data using Dynamic factor model (DFM).
I found this paper which I am following for the methodology: https://www.stata.com/meeting/2italian/Federici.pdf


Please help me with trouble shooting this issue I am facing and have already reached out for help from long time.

The commands were working till I got an error in page 11 (see below).

local t=1
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
}

Two things:
First, it there something like e`k" (double quotes)? Someone whom I asked (statistician, without STATA knowledge) said it might mean the multiplication of three matrices like 3X1), (3X3), (1X3), where e`k" could mean transpose of eigenvector matrix, cov is covariance matrix, and e`k' is eigenvector matrix.

I wanted to know if this is correct?
When I run this, I get

. local t=1

. matrix ST=J(24,24,0)

. forvalues i=1(27)2052 {
  2.         matrix num = J(1,1,0)
  3.         matrix C=A[`i'..(`i'+27-1),1...]
  4.         svmat C
  5.         matrix accum cov = C1-C24, deviations noconstant
  6.         matrix cov=cov/(r(N)-1)
  7.         matrix ST=ST+cov
  8.         drop C1-C24
  9.         forvalues k = 1/24 {
 10.                 mat num = num + (e`k"*cov*e`k')
 11.         }
 12.         mat I_`t' = num/trace(cov)
 13.         mat list I_`t'
 14.         local t = `t'+1
 15. }
(obs=27)
too few quotes
r(132);

Secondly, i thought maybe it should be `e`k''

. local t=1

. matrix ST=J(24,24,0)

. forvalues i=1(27)2052 {
  2.         matrix num = J(1,1,0)
  3.         matrix C=A[`i'..(`i'+27-1),1...]
  4.         svmat C
  5.         matrix accum cov = C1-C24, deviations noconstant
  6.         matrix cov=cov/(r(N)-1)
  7.         matrix ST=ST+cov
  8.         drop C1-C24
  9.         forvalues k = 1/24 {
 10.                 mat num = num + (`e`''*cov*e`k')
 11.         }
 12.         mat I_`t' = num/trace(cov)
 13.         mat list I_`t'
 14.         local t = `t'+1
 15. }
(obs=27)
*cov not found
r(111);

Third, I tried the following with this error popping up:

. local t=1

. matrix ST=J(24,24,0)

. forvalues i=1(27)2052 {
  2.         matrix num = J(1,1,0)
  3.         matrix C=A[`i'..(`i'+27-1),1...]
  4.         svmat C
  5.         matrix accum cov = C1-C24, deviations noconstant
  6.         matrix cov=cov/(r(N)-1)
  7.         matrix ST=ST+cov
  8.         drop C1-C24
  9.         forvalues k = 1/24 {
 10.                 mat num = num + (e`k'*cov*e`k')
 11.         }
 12.         mat I_`t' = num/trace(cov)
 13.         mat list I_`t'
 14.         local t = `t'+1
 15. }
(obs=27)
conformability error
r(503);

Because similar code is being used in page no. 12 again.

Any and all help is needed.
P.S. I am new to STATA. I am doing this research as part of my internship and the organization has provided me with STATA v13

Please please desperately need help in figuring this out

[Frode Andre]

You may find more informative error messages by typing

set trace on

.

NB! You should provide your full example. And - if possible - a subset of the dataset you are using. I get an error saying matrix A not found.