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st: GARCH estimation using version 9


From   "Gary Tian" <G.Tian@uws.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: GARCH estimation using version 9
Date   Mon, 10 Apr 2006 15:41:25 +1000

It took a very long time to finish the estimation of GARCH model with
some variables in the variation equation, such as arch ret l.ret,
het(vol) arch(1) garch(1). Does the version 9 can largely increase the
speed of the estimation due to its new matrices method?
Otherwise, I will update from version 8 to 9, thanks for your help.
Gary
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Alan Riley
Sent: Monday, April 10, 2006 1:54 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: problems with graph command

David Quinn (dquinn@gvpt.umd.edu) is getitng an error message after
issuing a graph command from Long and Freese's book:
> ...
> Then, following Scott and Freese's lead in Chapter 6 of their book, I 
> input the following syntax to plot these predicted
> probabilities: 
> 
> graph PrrepyrAL0p0 PrrepyrAL0p1 PrrepyrAL0p2 PrrepyrAL0x, b2("No Loss 
> of Autonomy or No Transfer: POLITY Regime Score") gap(3) 
> l1("Probability") xlabel(-10 -9 to 10) ylabel(0,.25,.50.,.75,1) 
> yscale(0,1) xscale(-10,10)
> s(OdST) connect(ssss) border
> 
> And I get the following error message:
> 
> PrrepyrAL0p0graph_g.new (PrrepyrAL0p1 PrrepyrAL0p2 PrrepyrAL0x, gap(3)
>     yscale(0,1) xscale(-10,10) s(OdST) connect(ssss) border), b2("No 
> Loss of
>     Autonomy or No Transfer: POLITY Regime Score") l1("Probability")
>     xlabel(-10 -9 to 10) ylabel(0,.25,.50.,.75,1): class member 
> function not
>     found

This command is using the syntax of -graph- in Stata 7 and earlier.
Stata 8 and 9 have an entirely new -graph- command with all-new syntax.
David can make this command work by using -graph7- rather than -graph-:

   . graph7 PrrepyrAL0p0 PrrepyrAL0p1 PrrepyrAL0p2 PrrepyrAL0x, b2("No
Loss of Autonomy or No Transfer: POLITY Regime Score") gap(3)
l1("Probability") xlabel(-10 -9 to 10) ylabel(0,.25,.50.,.75,1)
yscale(0,1) xscale(-10,10) s(OdST) connect(ssss) border

Or, he could set -version 7- before executing the command:

   . version 7
   . graph PrrepyrAL0p0 PrrepyrAL0p1 PrrepyrAL0p2 PrrepyrAL0x, b2("No
Loss of Autonomy or No Transfer: POLITY Regime Score") gap(3)
l1("Probability") xlabel(-10 -9 to 10) ylabel(0,.25,.50.,.75,1)
yscale(0,1) xscale(-10,10) s(OdST) connect(ssss) border
   . (any other commands from the book which need to be run using
      version control)
   . version 9       (or whatever version David is using)


Alan
(ariley@stata.com)
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