Question about Federici's paper "dynamic factor analysis with STATA"

[Charlie Jiang]

Hello. there.
I am running a dynamic factor analysis with STATA following the procedure provided by Federici.
I don't understand when Federici wrote:


mat zi=J(1,3,0)
forvalues i=1/13 {
mat z=J(1,3,0)
forvalues k=`i'(13)117 {
mat z=z+A[`k',1...]
}
mat z=z/7
mat zi=zi\z
}
mat zi=zi[2...,1...]
mat list zi

" mat z=z/7" why 7 ? means time period(which is 9) minus 2?

Can you help me?

Thanks a lot

Charlie Jiang

[Chih Cheng Chen]

Dear Charlie Jiang,

I am also trying to learn the estimation procedures in this paper. Your problem is also my problem. In addition, I also run into the following error message. Can you help me to fix it? Thanks a lot.
Best
Cheh

[Zhang Hui]

I also encounter the problems above.

[tara vanli]

has anyone solved this problem?