Re: st: rolling regression from help file

[Marck Bulter <177316mb@student.eur.nl>]

> First, I performed the updates as suggested,  but everything seems to 
> be up to date.
> I tried update query, which gives.
>
> Stata executable
>    folder:               C:\Program Files\Stata10\
>    name of file:         wsestata.exe
>    currently installed:  15 Oct 2007
>    latest available:     15 Oct 2007
> Ado-file updates
>    folder:               C:\Program Files\Stata10\ado\updates\
>    names of files:       (various)
>    currently installed:  13 Nov 2007
>    latest available:     13 Nov 2007
>
> Also, I have increased the memory to 500m, still the rolling 
> regression does not run,
>
> Marck
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
Here is some additional output, using the noisily option:

Regards,
Marck

. 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) noisily: regress dln_inv dln_inc dln_consump
rolling: First call to regress with data as is:

. regress dln_inv dln_inc dln_consump

     Source |       SS       df       MS              Number of obs 
=      91
-------------+------------------------------           F(  2,    88) 
=    4.62
      Model |  .017151158     2  .008575579           Prob > F      =  
0.0124
   Residual |  .163399809    88  .001856816           R-squared     =  
0.0950
-------------+------------------------------           Adj R-squared =  
0.0744
      Total |  .180550966    90  .002006122           Root MSE      =  
.04309

------------------------------------------------------------------------------
    dln_inv |      Coef.   Std. Err.      t    P>|t|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
    dln_inc |  -.2690807   .4398788    -0.61   0.542    -1.143247    
.6050859
dln_consump |    1.38071    .479037     2.88   0.005     .4287243    
2.332695
      _cons |  -.0037551   .0098445    -0.38   0.704    -.0233191    
.0158088
------------------------------------------------------------------------------

Rolling replications (63)
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
variable dln_inc not found
an error occurred when rolling executed regress, posting missing values
qtr not found
an error occurred when rolling executed regress, posting missing values
qtr not found
etc etc
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/