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st: RE: Bug with dfuller?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Bug with dfuller?
Date   Sat, 13 Mar 2010 22:04:49 +0100

<>
Which residuals do you want Stata to return? -dfuller- does not have seem to
have a -predict- postestimation suite of commands. So I get "last estimates
not found":

****
webuse air2, clear
dfuller air, regress lag(1)
capture drop res_cattle
predict res_cattle, residuals
****



-dfuller- is an r-return command, so the fact that your code does run the
first time may be due to an earlier e-ereturn command having been run?


Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mr Helder Zavale
Sent: Samstag, 13. März 2010 20:20
To: statalist@hsphsun2.harvard.edu
Subject: st: Bug with dfuller?

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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