Hello. I want to export the resulting tables from a loop of portmanteau / Ljung-Box tests (wntestq). I have a panel dataset with 571 CRSP mutual fund numbers as panel variable, and a monthly date variable. An example of the first 5 obs for fund '3211' and for fund '3222' can be seen below. The number of observations vary between funds.
Until now, I seem to have managed to get the correct results, but it is not in the export format that I desire. I would like to export to Excel rather than word, but asdoc is the only thing that has worked for me:
levelsof crsp_fundno, local(crsp_fundnos)
foreach i of local crsp_fundnos {
asdoc wntestq resid if crsp_fundno==`i', lag(4)
}
Further, this takes a long time to compute, as you can imagine, because it appends the result to the file for each loop. Thus, how can I run a wntestq for all the fund IDs and save the results to an Excel file? I have to count the number of significant Q statistics, for why I see Excel as most efficient.
Please let me know if I have to clarify something.
|----------------------|
1. | 3211 .176571 |
2. | 3211 -.0386347 |
3. | 3211 .0246942 |
4. | 3211 .0169404 |
5. | 3211 .0559084 |
|----------------------|
236. | 3222 .0597542 |
237. | 3222 -.0090914 |
238. | 3222 .0242066 |
239. | 3222 .0097544 |
240. | 3222 .0078386 |
Until now, I seem to have managed to get the correct results, but it is not in the export format that I desire. I would like to export to Excel rather than word, but asdoc is the only thing that has worked for me:
levelsof crsp_fundno, local(crsp_fundnos)
foreach i of local crsp_fundnos {
asdoc wntestq resid if crsp_fundno==`i', lag(4)
}
Further, this takes a long time to compute, as you can imagine, because it appends the result to the file for each loop. Thus, how can I run a wntestq for all the fund IDs and save the results to an Excel file? I have to count the number of significant Q statistics, for why I see Excel as most efficient.
Please let me know if I have to clarify something.
+----------------------+| crsp_f~o resid |
|----------------------|
1. | 3211 .176571 |
2. | 3211 -.0386347 |
3. | 3211 .0246942 |
4. | 3211 .0169404 |
5. | 3211 .0559084 |
|----------------------|
236. | 3222 .0597542 |
237. | 3222 -.0090914 |
238. | 3222 .0242066 |
239. | 3222 .0097544 |
240. | 3222 .0078386 |
