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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 6 Sep 2012 13:56:27 +0100 |

Yes; I can reproduce this. My impressions are 1. Your syntax is legal so far as -tssmooth- documentation is concerned. 2. -tssmooth- is passing your numlist to -numlist- for checking, but there is a conflict of views, which leads to an error message. -tssmooth- is saying that as far as it is concerned, the numlist can be 2674 elements long (in essence, half the number of your observations). However, -numlist- won't play with candidate numlists longer than 1600 elements, so it bails out without trying to examine the list. There is, I think, confusion between two distinct tests, which must be both be passed. -tssmooth- should check before it passes your numlist to -numlist- that the numlist is OK as far as the time series aspect is concerned. Then the call to -numlist- should not specify a maximum. A wild guess is that -numlist- was developed on series less than about 3200 values long, where this doesn't bite. My tentative three-letter summary is "bug". StataCorp will have a view. Nick On Thu, Sep 6, 2012 at 1:11 PM, Aaron Kirkman <ak1795mailserv@gmail.com> wrote: > I noticed an error in the code I copied to the mailing list, although > it's merely a typo and fixing it doesn't correct the -numlist- error. > The -copy- line should not have a semicolon, and instead should be > this: > > 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 > > I can reproduce this error on both Unix and Windows machines (which > may not be relevant), but can anyone else reproduce this error with > the code in the previous thread? > > Thank you, > Aaron Kirkman > > On Wed, Sep 5, 2012 at 8:32 PM, Aaron Kirkman <ak1795mailserv@gmail.com> wrote: >> 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? >> * * 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>

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

**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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