I'm trying to use xtcointtest to do cointegration tests for each individuals separately in panel data and store the results, so I need run the command xtcointtest by groups. However I failed by using the command runby.
My question is: why dose this error occur? and how to solve it?
the example data:
Code:
input float(pair ym mcprice2) double mcprice3 1 683 3395 3712.5 1 682 3058 3160 1 681 2847.5 2800 1 680 2800 2762.5 1 679 2782 2870 1 678 2560 2725 1 677 2414 2580 1 676 2562.5 2700 1 675 2610 2500 1 674 2282 2550 1 673 1962.5 2250 1 672 1940 2300 1 671 1932 2230 1 670 2085 2262.5 1 669 2160 2400 1 668 2174 2520 1 667 2251.6667 2600 1 666 2260 2670 1 665 2395 2837.5 1 664 2453.75 2875 1 663 2476 2930 1 662 2480 2925 1 661 2510 2900 1 660 2725 2962.5 1 659 2903 3000 1 658 2888.75 3325 1 657 2910 3325 1 656 3043.75 3325 1 655 3132.5 3325 1 624 4400 4600 1 653 3200 3325 1 652 3287.5 3650 1 651 3398 3650 1 650 3410 3687.5 1 649 3526.25 3700 1 648 3567 3700 1 647 3620 3695 1 646 3603.75 3672.5 1 645 3593 3690 1 644 3660 3715 1 643 3630 3705 1 642 3665 3696 1 641 3657.5 3825 1 640 3830 3940 1 639 3920 4102.5 1 638 3935 4120 1 637 3922.727 4117.5 1 636 3832.667 4108 1 635 3776.667 3950 1 634 3793.3335 4000 1 633 3737.333 4000 1 632 3648.333 3925 1 631 3684.667 4130 1 630 4075.8335 4337.5 1 629 4248.3335 4425 1 628 4396.6665 4480 1 627 4453.333 4550 1 626 4384.1665 4525 1 625 4359.3335 4520 1 654 3166 3325 3 654 3899 3166 3 683 2550 3395 2 683 2550 3712.5 3 682 2550 3058 2 682 2550 3160 3 681 2550 2847.5 2 681 2550 2800 3 680 2550 2800 2 680 2550 2762.5 3 679 2550 2782 2 679 2550 2870 3 678 2550 2560 2 678 2550 2725 3 677 2550 2414 2 677 2550 2580 3 676 2550 2562.5 2 676 2550 2700 3 675 2550 2610 2 675 2550 2500 3 674 2550 2282 3 673 2550 1962.5 2 673 2550 2250 3 672 2550 1940 2 672 2550 2300 3 671 2550 1932 2 671 2550 2230 3 670 2550 2085 2 670 2550 2262.5 3 669 2751.667 2160 2 669 2751.667 2400 3 668 2842.857 2174 2 668 2842.857 2520 3 667 2841.4285 2251.666748046875 2 667 2841.4285 2600 3 666 2888.889 2260 2 666 2888.889 2670 3 665 2966.25 2395 2 665 2966.25 2837.5 3 664 3045 2453.75 2 664 3045 2875 end format %tm ym
my code:
capture program drop xtby
program define xtby
xtcointtest pedroni mcprice2 mcprice3
matrix b = r(stats)
svmat b,names(c)
matrix c = r(p)
svmat c,names(d)
end
runby xtby,by(pair)
the error returns:
Array
after this the whole data was disappear.
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