Dears,
i am a new one on this forum and on stata, thank you for your help
my question is :
I want to run an ado program according to the following program:
Part1: .ado
* program to do rolling granger causality test
. capt prog drop rgranger
. prog rgranger, rclass
syntax varlist(min=2 numeric ts) [if] [in] [, Lags(integer 2)]
var `varlist´ `if´ `in´, lags(1/`lags´)
vargranger
matrix stats = r(gstats)
return scalar s2c = stats[3,3]
return scalar s2i = stats[6,3]
return scalar s2y = stats[9,3]
end
Part2:
rgranger lconsumption linvestment lincome, lags(4)
Despite the fact that I save part 1 in an .ado file and put it in "PLUS: c: \ ado \ plus ", when I run rolling as shown in part 2,
I get the message : invalid name.
Please is there someone who can help me overcome this problem,
thank you in advance
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