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


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 14:37:20 -0500

Nick, my mistake; I hadn't worked my way through -set trace- yet to
quite figure that out, but your explanation makes perfect sense. I'll
look into -egenmore-. Are you referring to its "-egen, ma()-"
functionality? According to this thread
(http://www.stata.com/statalist/archive/2009-08/msg00853.html) that
functionality is no longer supported (although the thread is somewhat
out of date).

Brian, thanks for the fix. Let me know if you need any more info from me.


Aaron

On Thu, Sep 6, 2012 at 1:32 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> 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?
>>>>>>
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