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Re: st: RE: rolling regression from help file


From   "M.C.J. Bulter" <[email protected]>
To   [email protected]
Subject   Re: st: RE: rolling regression from help file
Date   Tue, 08 Jan 2008 16:45:00 +0100

Nuno wrote:
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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Thank you for your help, my laptop seems to be the problem. Unfortunately, I have no idea why it does not run.

Windows XP Pro, mem 1024, Stata/SE 500m


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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




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