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Re: st: twoway lfit and time series operators


From   "David Cancel" <dacancel@ucsd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: twoway lfit and time series operators
Date   Mon, 11 Oct 2010 12:10:05 -0700 (PDT)

PLEASE HELP, HOW DO I GET RID OF ALL THESE STATALIST EMAILS? DO NOT KNOW
WHAT I DID WRONG, BUT NOT INTERESTED IN STATALIST.  THANK YOU ALL.



> Jorge Eduardo Perez <perez.jorge@ur.edu.co> writes that
> -twoway lfit- fails when time-series operators are applied
> to the variables.
>
>> -twoway lfit- does not work with time series operators in Stata 11.
>> Is there a reason for this aside from -twoway lfit- being out of
>> date?  -scatter- deals with time series operators properly.
>
>> . sysuse sp500
>> . tsset date
>> . scatter l.open l5.close
>> . twoway lfit l.open l5.close
>>
>> I had to use this workaround
>>
>> . gen l5close=l5.close
>> . twoway lfit l.open l5close
>
> -twoway lfit- was not intended to support time-series operators,
> but the documentation is silent on this point and the error
> message when operators are used is admittedly poor.
>
> Regardless, support for time-series operators will be added to
> -twoway lfit-, -twoway lfitci-, -twoway qfit-, and -twoway qfitci-
> in a future update.
>
> In the interim, anyone wanting to user time-series operators
> with these -twoway- plottypes can use Jorge's workaround.
>
>
> -- Vince
>    vwiggins@stata.com
>
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