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st: how to make stata run faster

From   Eduardo de Masi <>
To   "" <>
Subject   st: how to make stata run faster
Date   Mon, 20 May 2013 13:09:43 -0700 (PDT)


I'm running a transfer function with ARIMA errors (Arimax) in STATA and processing is very slow, is taking three to four hours. My database has 626 observation and my model has five variables, and their lags. What can I do to Stata run faster?
I have the following memory allocated:
Current memory allocation is:
current                                 memory usage
settable          value     description                 (1M = 1024k)
set maxvar         5000     max. variables allowed           1.909M
set memory       200M    max. data space                      200.000M
set matsize        5000     max. RHS vars in models        191.154M
Eduardo de Masi
PhD student in Sciences

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