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From |
Aaron Kirkman <ak1795mailserv@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average |

Date |
Wed, 5 Sep 2012 20:32:54 -0500 |

Dear Statalist, I'm using the -tssmooth- command to calculate a simple moving average of stock prices, but I get a syntax error of "First numlist in weights(1 2 3 4 <5>) invalid" when running these commands. ## copy "http://ichart.finance.yahoo.com/table.csv?s=PNRA&a=05&b=10&c=1991&d=07&e=24&f=2012&g=d&ignore=.csv"; pnra.csv, replace insheet using pnra.csv, comma clear gen dateInt = date(date, "YMD") drop date rename dateInt date tsset date tssmooth ma wtma1 = adjclose, weights(1 2 3 4 <5>) ## I also receive an error if I specify other variations of this numlist or other weights entirely, e.g. tssmooth ma wtma2 = adjclose, weights(1/4 <5>) tssmooth ma wtma3 = adjclose, weights(1(1)4 <5>) Specifying a window does work, however. tssmooth ma wtma4 = adjclose, window(4 1) However, this syntax works for another data set, so I'm not quite sure about the problem with this code. For example, this code works when using a dataset from Baum's "Introduction to Modern Econometrics Using Stata." ## use http://www.stata-press.com/data/imeus/grunfeld, clear tsset tssmooth ma wtma1 = invest, weights(1 2 3 4 <5>) tssmooth ma wtma2 = invest, weights(1/4 <5>) tssmooth ma wtma3 = invest, weights(1(1)4 <5>) ## Is there a nuance to the syntax that I'm missing? Thank you, Aaron Kirkman * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average***From:*Aaron Kirkman <ak1795mailserv@gmail.com>

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