Dear all:
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.