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Re: st: kpss update


From   "Michael S. Hanson" <mshanson@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: kpss update
Date   Sun, 25 Jun 2006 17:20:16 -0400

On Jun 25, 2006, at 2:27 PM, Kit Baum wrote:

The kpss (Kwiatkowski, Phillips, Schmidt, Shin) stationarity test routine, originally published in STB-57/STB-58, has been updated to Stata 8.2. The routine now may be applied to a single timeseries of a panel, or to all timeseries of a panel using the by prefix. The updated routine is available from SSC or, if already installed, via adoupdate.
I have a copy of -kpss- installed from a previous update:

. which kpss
/Library/Application Support/Stata/ado/plus/k/kpss.ado
*! version 1.2.0 0A03 C F Baum (STB-58: sts15.1)

According to the Finder, this .ado file was installed on May 1, 2006, which is earlier than the latest release announced above. However, - adoupdate- reported:

[3] sts15_1 at http://www.stata.com/stb/stb58:
installed package is up to date

and did not update the file. -findit kpss- gives several links, notably one for "sts15_1 from http://www.stata.com/stb/stb58"; and one for "kpss from http://fmwww.bc.edu/RePEc/bocode/k";. Trying to install from the latter location yielded an r(602) error, as the files already existed. Forcing an installation from this location finally yielded the above-announced update to -kpss-:

. which kpss
/Library/Application Support/Stata/ado/plus/k/kpss.ado
*! version 1.2.2 25jun2006 C F Baum

Is this how -adoupdate- is supposed to work?

-- Mike


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