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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 19:32:07 +0100 |

Also, my -egen- function -filter()- in -egenmore- (SSC) will I think do exactly what you want. Nick On Thu, Sep 6, 2012 at 6:59 PM, Nick Cox <njcoxstata@gmail.com> wrote: > Sorry; I evidently didn't make myself clear enough, or you've missed > some very minor ironies of style. Where the error arises is not in > doubt. > > -set trace- is sufficient to tell exactly where the error occurs and > using it lies behind my previous post. Also, the error occurs when > int(N/2) exceeds 1600, which as you say is when N >= 3202. > > I haven't copied my post to Stata tech support, so you may want to > press them gently on the point. > > Nick > > On Thu, Sep 6, 2012 at 6:42 PM, Aaron Kirkman <ak1795mailserv@gmail.com> wrote: >> 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/

**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>

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

*From:*Aaron Kirkman <ak1795mailserv@gmail.com>

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

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