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st: RE: RE:outreg with dickey fuller


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE:outreg with dickey fuller
Date   Fri, 10 Oct 2003 10:23:31 +0100

Dev Vencappa

>  would anybody know why the outreg command works after the 
> dfuller command when you do not have a time trend in the 
> regression but fails to work when you specify trend in the 
> dfuller command? Any help please?
> 
>  It works here:
> 
> dfuller netpremmean, lags(1) 
> outreg using "C:\unitroot\averaged variables DF without 
> trend results 1.xls", addstat("DF with no trend statistic", 
> r(Zt),"Optimal lags", r(lags)) replace
> 
> But it does not work here:
> dfuller netpremmean, lags(1) trend reg
> outreg using "C:\unitroot\averaged variables DF with trend 
> results 1.xls", addstat("DF with trend statistic", 
> r(Zt),"Optimal lags", r(lags)) replace
> 
> 
> Rather it gives a message: 
> variable __000001 not found
> This sounds as if it cannot find any variables to send to the file.

On the face of it, it is indeed not clear why
one call should work and not the other.   

__000001 would be the name of a temporary variable 
created within the program. However, saying this 
does not help much. Putting 

. set trace on 

and seeing where the program crashed would help
the writer of -outreg-, John Gallup, pinpoint the 
difficulty, if you can get in touch with him. 

Nick 
[email protected] 

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