Hi,
is there a way to write a loop where the number of factors changes in each step? Something like
which of course doesn't work because "f(1/3) contains at least one invalid name". The point is that it seems you need to specify names for fators, eg f1 f2 if you want two, or f1 f2 f3 if you want three. You can't call dfactor with the number of factors. Notice that for autoregressive part you can: ar(1/3) is enough, you don't need to specify smth like a1 a2 a3...
is there a way to write a loop where the number of factors changes in each step? Something like
Code:
forv k=1/3{ dfactor (X Y Z =, noconstant) (f(1/`k')=, ar(1/3)) }
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