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st: Re: varlag

From   baum <>
Subject   st: Re: varlag
Date   Thu, 19 Sep 2002 09:47:54 -0400

--On Thursday, September 19, 2002 2:33 -0400 Michael wrote:

I am a grad student at Harvard attempting to use the VARLAG module.
Unfortunately, when I try to use it, even when I use the example data set
you provided, I always get the same reply:

if not allowed

What am I doing wrong?  Any help would be greatly appreciated.
The examples give in the varlag help file run without error. There was an update to the varlag package on 31 May 2002, involving the utility routine wntstmvq. Please do 'ssc install varlag,replace' to ensure that your package is up to date. If so, please provide an example with these test data where the error occurs.

A straightforward addition of an if condition to varlag works fine:

varlag investment income consumption if tin(1964q1,1980q4), l(8)

Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
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