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RE: st: RE: VARLAG help


From   [email protected]
To   [email protected]
Subject   RE: st: RE: VARLAG help
Date   Fri, 20 Sep 2002 14:02:21 -0400

Stata issues return code 199 "unrecognized command: <commandname>" when it
cannot find an command whether it be a built-in Stata routine or a
user-written one.  (Type -search rc 199- for more info.)

In this particular instance, it cannot find bpagan.ado.  I have asked Kit
Baum to see if the varlag template could be rebuilt such that users
downloading varlag would see bpagan.ado being automatically installed when
issuing a -ssc install varlag- call.  In the meantime, type -ssc install
bpagan- as well as -ssc install bgtest-.

In general, when encountering r(199), you may issue -findit <commandname>-
to see if the command may available from the SSC site or other internet
sources.  E.g.

findit bpagan

turns up

[...]

Web resources from Stata and other users

(contacting http://www.stata.com)

2 packages found (STB omitted)
------------------------------

bpagan from http://fmwww.bc.edu/RePEc/bocode/b
    'BPAGAN': module to perform Breusch-Pagan test for heteroskedasticity /
    bpagan computes the Breusch-Pagan Lagrange multiplier test for /
    heteroskedasticity in the error distribution, conditional on a / set of
    variables which are presumed to influence the error / variance.  The
test

[...]

(end of search)


Patrick Joly
[email protected]
[email protected]



-----Original Message-----
From: Michael Horowitz [mailto:[email protected]]
Sent: Thursday, September 19, 2002 8:07 PM
To: Joly, Patrick: IAC
Cc: [email protected]
Subject: Re: st: RE: VARLAG help


I did what you said to do and then ran the data in the help file.
However, when I ran the following command:

varlag investment income consumption, l(8) single corr

this occurred:

Lag length selection statistics - VAR

System variables:    investment income consumption
Exogenous variables:
Sample: 1962q1 to 1982q4                                    (obs = 84)

Equation for investment
-----------------------
Lags vars  RMSE       FPE        SC     P(BP)  P(LM1)  P(LM4)  P(LM21)
----------------------------------------------------------------------------
---
> --
unrecognized command:  bpagan
r(199);

Do you know what is going on?

Thank you for your help.

mike

On Thu, 19 Sep 2002 [email protected] wrote:

> You are getting this error message because -varlag- uses one of Stata's
> undocumented commands, _ts.ado, which was updated recently.  Type -update
> query- to see if you have the latest updates to the ado files and the
> executable, followed by
>
> update ado  (to update your ado files)
>   or
> update all  (to update both the ado's and the executable)
>
> and this will solve your problem.  The update to _ts.ado occurred in
> mid-July I believe.  Since undocumented commands are by their very nature,
> undocumented, I believe it is Stata policy not to report such changes in
> -help whatsnew-.
>
>
> Patrick Joly
> [email protected]
> [email protected]
>
>
> -----Original Message-----
> From: Michael Horowitz [mailto:[email protected]]
> Sent: Thursday, September 19, 2002 12:08 AM
> To: [email protected]
> Subject: st: VARLAG help
>
>
> 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.
>
> Sincerely,
> Michael Horowitz
>
>
****************************************************************************
> ***
>
> Michael Horowitz
> 102 Kinnaird Street
> Cambridge, MA 02139
>
>
>
> *
> *   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/
> *
> *   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/
>

****************************************************************************
***

Michael Horowitz
102 Kinnaird Street
Cambridge, MA 02139
*
*   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/



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