No problem here. Stata10/MP, WinXP Pro, 3GB RAM, 775MB RAM reserved to Stata
. 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
.................................................. 50
.............
.
end of do-file
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of M.C.J. Bulter
Sent: ter�a-feira, 8 de Janeiro de 2008 14:58
To: [email protected]
Subject: st: rolling regression from help file
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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