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st: Re: Becketti time series library: alternatives


From   baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Becketti time series library: alternatives
Date   Fri, 06 Dec 2002 07:44:17 -0500

--On Friday, December 6, 2002 2:33 -0500 Hiro wrote:

I recently downloaded findlag.ado, unitroot.ado, and kpss.ado and put
these files in the appropriate folders within the ado\updates directory.

However, while the kpss function works, others, namely findlag.ado and
unitroot.ado, do not work.

Do you know what is wrong with these ado files?  I am using STATA/SE in
the Windows2000 environment.

Thanks in advance for any advice.
As an author of kpss, I'm glad to hear that it is working for you. findlag and unitroot are parts of the problematic 'Becketti time series library', which broke with Stata 6's introduction of time series operators. There is a version, accessible via findit, which has updated versions of some of the routines. I'm not sure what findlag does, but I would expect that Patrick Joly's varlag (ssc desc varlag) might do what you need. Likewise, unitroot has been superseded in official Stata by dfuller and pperron; I would personally recommend dfgls (ssc desc dfgls) over both of them.

Kit *
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




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