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Re: st: rolling regression from help file


From   Marck Bulter <[email protected]>
To   [email protected]
Subject   Re: st: rolling regression from help file
Date   Tue, 08 Jan 2008 17:37:20 +0100

First, I performed the updates as suggested, but everything seems to be up to date.
I tried update query, which gives.

Stata executable
folder: C:\Program Files\Stata10\
name of file: wsestata.exe
currently installed: 15 Oct 2007
latest available: 15 Oct 2007
Ado-file updates
folder: C:\Program Files\Stata10\ado\updates\
names of files: (various)
currently installed: 13 Nov 2007
latest available: 13 Nov 2007

Also, I have increased the memory to 500m, still the rolling regression does not run,

Marck
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
Here is some additional output, using the noisily option:

Regards,
Marck

. webuse lutkepohl2
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. tsset qtr
time variable: qtr, 1960q1 to 1982q4
delta: 1 quarter

. rolling _b, window(30) noisily: regress dln_inv dln_inc dln_consump
rolling: First call to regress with data as is:

. regress dln_inv dln_inc dln_consump

Source | SS df MS Number of obs = 91
-------------+------------------------------ F( 2, 88) = 4.62
Model | .017151158 2 .008575579 Prob > F = 0.0124
Residual | .163399809 88 .001856816 R-squared = 0.0950
-------------+------------------------------ Adj R-squared = 0.0744
Total | .180550966 90 .002006122 Root MSE = .04309

------------------------------------------------------------------------------
dln_inv | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
dln_inc | -.2690807 .4398788 -0.61 0.542 -1.143247 .6050859
dln_consump | 1.38071 .479037 2.88 0.005 .4287243 2.332695
_cons | -.0037551 .0098445 -0.38 0.704 -.0233191 .0158088
------------------------------------------------------------------------------

Rolling replications (63)
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
qtr not found
an error occurred when rolling executed regress, posting missing values
qtr not found
etc etc
*
* 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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