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st: Bug with dfuller?


From   Mr Helder Zavale <h_zavale@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bug with dfuller?
Date   Sat, 13 Mar 2010 11:19:54 -0800 (PST)

Dear Stata user,

I run dfuller command as follows

dfuller cattle, regress lag(1)
capture drop res_cattle
predict res_cattle, residuals
corrgram res_cattle

The first time I ran the above command lines, there was no problem. However=
, when I try to run them for the second time, I get the following message

capture drop res_cattle
. predict res_cattle, residuals
variable __000006 not found
r(111);

I am able to get the results of the Dickey-Fuller test but I not able to ge=
t the residuals from the regression. After exiting and re-opening Stata, th=
e command lines run with no problem for the first time, but then I get the =
same message when trying to run the command for the second time. I am using=
 Stata 11. Does anyone know what is going on?

Thanks,
Helder

----------------------------------------------------------------------------------------------------------------------------
  Real integrity is doing the right thing, knowing that nobody's going to know whether you did it or not. 
  Oprah Winfrey  
  ----------------------------------------------------------------------------------------------------------------------------
 
  Zavale, H=E9lder 
UEM - FAEF



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