I am having a presumably very common problem:

Simulating a time series many times, then conducting a test, and then check how often the Null hypothesis was rejected.

That way I can test the size and power of the test. At the end I store the p-values in a vector (not a series).

I need the sum of entries in that vector that are less then 5%.

And I dont find a command for this. Like the simple Excel "sumif".

The question might have been answered a million times, but I didnt find any of these.

The Problem can be solved by a for loop such as:

Code: Select all

`count=0`

for !i=1 to !mcmax

if pvalue(!i) <0.05 then

count= count+1

endif

next

**Question:**Is there a command for this?

Maybe I can use @sumsby. But then it seems to me that I have to (a) use a series instead of a vector which is not so nice and (b) first have to specify a new series containing a 1 if pvalue<0.05 and a zero otherwise. Doing (b) would again require a loop such as the one above, doesn't it?

To add some naivety to my question: How can I, generally, find commands like the sumsby? Or find a command that does what I am looking for in the above question? I often only get anywhere by searching the forum and I am having a hard time finding what I am looking for in the Help files. Am I doing somewhing wrong?

Thanks 2 everyone!

Daniel