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st: RE: rolling regression from help file


From   "Nuno" <[email protected]>
To   <[email protected]>
Subject   st: RE: rolling regression from help file
Date   Tue, 8 Jan 2008 15:17:53 -0000

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´┐Ża-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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