The other day I encountered some strange behaviour in the Stata command
-varsoc-. As I used it in pre-estimation functionality, I typed something
similar to "varsoc var1 var2" and Stata responded with an error r(133)
"Unknown function >r()".
Tracing the program finally came up with the following:
- if `maxlag' > r(N)-1 {
= if > r(N)-1 {
Unknown function >r()
di as err "maxlag(`maxlag') not feasible with " r(N) " observations "
exit 198
}
------------------------------------------------------------------------------------------
end varsoc ---
r(133);
It looked to me like I had to explicitly state the maximum number of lags.
That indeed solved the problem, but the syntax reference suggests that
explicit statement of the maximum number of lags is not necessary. Is this
considered a bug to be repaired soon?
Ernest Berkhout
Stichting voor Economisch Onderzoek
Universiteit van Amsterdam
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