Hi I am new to STATA. I want to use the similar commands as this attached paper to create an index using DFM (Dynamic Factor Model) with panel data on STATA. https://www.stata.com/meeting/2italian/Federici.pdf When I run the commands 'symmetric ST[24,24]' and 'eigenvalues[1,24]', I keep getting "unrecognized command". When I type in 'which symmetric' or 'which eigenvalues' I get "command symmetric not found as either built-in or ado-file" or "command eigenvalues not found as either built-in or ado-file". Can someone help me with this, please? Do I need to install any ADO file from STATA? If yes, how and which one? Thanks so much in advance. Any quick help will be appreciated.
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