There is some confusion of terminology here. -arima- is
a command which is defined by a program. From your posting
it is being used inside a .do file (which is not a program
in the strict Stata sense, although informally some people
refer to writing .do files as (part of) Stata programming).
However, I think that when you say "program" you are referring
to the .do file you are running. So, "stop the program" is ambiguous,
depending on whether strict Stata terminology or some
other terminology is being used.
Anyway, to reprise the point of -capture-:
-capture- always sits on the outside of what it is capturing.
It never climbs inside the command to do something
different from what otherwise would have happened.
If you say
capture <command> <details>
then
<command> <details>
is going to go ahead just as it would have done if you
have never issued -capture-. The difference is what
happens to the output.
So, if you want to tune what -arima- does, you will have to
tune -arima-'s <details>.
And an error is still an error, regardless of where
the associated output goes.
Positively, what you want may be -do, nostop-. See
also
SJ-6-2 pr0023 . . . . . . . . . . . . . . . . . . Stata tip 32: Do not stop
. . . . . . . . . . . . . . . . . . . . . . . . . . . . S. P. Jenkins
Q2/06 SJ 6(2):281 (no commands)
tip for using the do command's nostop option
Nick
[email protected]
Richard Boylan
> In a long .do file, I have the command:
>
> capture arima...
>
> However, the program stop with the message:
>
> flat log likelihood encountered, cannot find uphill direction
>
> I thought that this was the point of the capture command; i.e., to
> insure that the program does not stop if there is an error mesage.
>
> Is there any way around this? I.e., to insure that the program
> continues even if in part of the program it encounters an arima
> estimation that won't converge?
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