I am a grad student at Harvard attempting to use the VARLAG module.
Unfortunately, when I try to use it, even when I use the example data set
you provided, I always get the same reply:
if not allowed
r(101);
What am I doing wrong? Any help would be greatly appreciated.
The examples give in the varlag help file run without error. There was an
update to the varlag package on 31 May 2002, involving the utility routine
wntstmvq. Please do 'ssc install varlag,replace' to ensure that your
package is up to date. If so, please provide an example with these test
data where the error occurs.
