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From |
Aaron Kirkman <ak1795mailserv@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 12:42:16 -0500 |

I don't know if this code is sufficient to figure out exactly where the error occurs, but errors occur when _N >= 3202 on my system (Stata MP 12.1, Unix). ## set more off forvalues i = 3100/3300 { clear capture set obs `i' gen x = runiform() gen t = _n capture tsset t capture tssmooth ma wtma = x, weights(1 2 3 4 <5>) if _rc == 198 { display as error `i' } } ## Aaron On Thu, Sep 6, 2012 at 7:56 AM, Nick Cox <njcoxstata@gmail.com> wrote: > 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/ * * 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:*Nick Cox <njcoxstata@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>

*From:*Nick Cox <njcoxstata@gmail.com>

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