st: rolling regression from help file

["M.C.J. Bulter" <177316mb@student.eur.nl>]

Dear Statalisters,

I am deeply sorry for my impatience, but could someone test the 
following, it's from the rolling help file:

webuse lutkepohl2
tsset qtr
rolling _b, window(30): regress dln_inv dln_inc dln_consump

As you can see, I tried the same example (the others examples in the 
help file give similar results) three times, and all failed at a 
different stage. Is this a memory problem? Other (non rolling) 
regressions are running just fine.

. webuse lutkepohl2
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. tsset qtr
       time variable:  qtr, 1960q1 to 1982q4
               delta:  1 quarter

. rolling _b, window(30): regress dln_inv dln_inc dln_consump
(running regress on estimation sample)
variable dln_consump not found
an error occurred when rolling executed regress
r(111);

. webuse lutkepohl2
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. tsset qtr
       time variable:  qtr, 1960q1 to 1982q4
               delta:  1 quarter

. rolling _b, window(30): regress dln_inv dln_inc dln_consump
(running regress on estimation sample)
variable qtr not found
r(111);

. webuse lutkepohl2
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. tsset qtr
       time variable:  qtr, 1960q1 to 1982q4
               delta:  1 quarter

. rolling _b, window(30): regress dln_inv dln_inc dln_consump
(running regress on estimation sample)

Rolling replications (63)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50
xxxxxxxxxxxxx


kind regards,
Marck Bulter



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