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I'm trying to save results from a cointreg estimation, but get ab error message when I try to use @pval to save p-values into a previously-created matrix. Here is a snippet of code:

exp_mod(i,1) = c(1)
exp_mod(i,2) = @tstats(1)
exp_mod(i,3) = @pval(1)

I get the following error message:
@pval is an illegal or reserved name in “exp_mod(i,3) = @pval(1)”

I get the same message when I try to use
exp_mod(i,3) = @pvals(1)

Please tell ne what I'm doing wrong here.

You need to use @pval off of a named equation, as in

Thank you very much. It's odd, though, that t-stats are not treated in the same way. And I did not see anything in the command reference, e.g., to make that clear.

You should always use objectname.datamember when accessing data members. Even tstats

Note that the documentation doesn't really describe the method that the original poster used. It is legacy behavior.