Hello. there.

I am running a dynamic factor analysis with STATA following the procedure provided by Federici.

I don't understand when Federici wrote:

mat zi=J(1,3,0)

forvalues i=1/13 {

mat z=J(1,3,0)

forvalues k=`i'(13)117 {

mat z=z+A[`k',1...]

}

mat z=z/7

mat zi=zi\z

}

mat zi=zi[2...,1...]

mat list zi

Can you help me?

Thanks a lot

Charlie Jiang

I am running a dynamic factor analysis with STATA following the procedure provided by Federici.

I don't understand when Federici wrote:

mat zi=J(1,3,0)

forvalues i=1/13 {

mat z=J(1,3,0)

forvalues k=`i'(13)117 {

mat z=z+A[`k',1...]

}

mat z=z/7

mat zi=zi\z

}

mat zi=zi[2...,1...]

mat list zi

**"****mat z=z/7" why 7 ? means time period(which is 9) minus 2?**Can you help me?

Thanks a lot

Charlie Jiang

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