preserve
tsset year
local vars "GDP inv_p emp_t"
foreach var of varlist `vars'{
gen ln`var'=ln(`var')
gen dln`var'=D.ln`var'
local a=4
local b=1
forvalues i=1(1)`a'{
forvalues j=0(1)`b'{
if `j'==0{
local ma`var' ""
}
else{
local ma`var' "ma(1/`j')"
}
local y`var' "dln`var' ln`var' `var'"
qui arima `y`var'', ar(1/`i') `ma`var''
est store arma`i'`j'`var'
qui estat ic
}
}
local mm`var' arma10`var' arma11`var' arma20`var' arma21`var' arma30`var' arma31`var'
esttab `mm`var'' ,mtitle(`mm`var'') compress nogap scalar(11 aic bic)
}
restore
输出了这个:(第一行是绿色,第二行是红色)
(1 missing value generated)
11 invalid name