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st: Bug in -varsoc-

From   Ernest Berkhout <>
Subject   st: Bug in -varsoc-
Date   Thu, 04 Sep 2003 16:50:30 +0200

The other day I encountered some strange behaviour in the Stata command -varsoc-. As I used it in pre-estimation functionality, I typed something similar to "varsoc var1 var2" and Stata responded with an error r(133) "Unknown function >r()".
Tracing the program finally came up with the following:

- if `maxlag' > r(N)-1 {
= if > r(N)-1 {
Unknown function >r()
di as err "maxlag(`maxlag') not feasible with " r(N) " observations "
exit 198
------------------------------------------------------------------------------------------ end varsoc ---

It looked to me like I had to explicitly state the maximum number of lags. That indeed solved the problem, but the syntax reference suggests that explicit statement of the maximum number of lags is not necessary. Is this considered a bug to be repaired soon?

Ernest Berkhout
Stichting voor Economisch Onderzoek
Universiteit van Amsterdam

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