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Re: st: kpss update
On Jun 25, 2006, at 2:27 PM, Kit Baum wrote:
The kpss (Kwiatkowski, Phillips, Schmidt, Shin) stationarity test
routine, originally published in STB-57/STB-58, has been updated to
Stata 8.2. The routine now may be applied to a single timeseries of
a panel, or to all timeseries of a panel using the by prefix. The
updated routine is available from SSC or, if already installed, via
adoupdate.
I have a copy of -kpss- installed from a previous update:
. which kpss
/Library/Application Support/Stata/ado/plus/k/kpss.ado
*! version 1.2.0 0A03 C F Baum (STB-58: sts15.1)
According to the Finder, this .ado file was installed on May 1, 2006,
which is earlier than the latest release announced above. However, -
adoupdate- reported:
[3] sts15_1 at http://www.stata.com/stb/stb58:
installed package is up to date
and did not update the file. -findit kpss- gives several links,
notably one for "sts15_1 from http://www.stata.com/stb/stb58" and one
for "kpss from http://fmwww.bc.edu/RePEc/bocode/k". Trying to
install from the latter location yielded an r(602) error, as the
files already existed. Forcing an installation from this location
finally yielded the above-announced update to -kpss-:
. which kpss
/Library/Application Support/Stata/ado/plus/k/kpss.ado
*! version 1.2.2 25jun2006 C F Baum
Is this how -adoupdate- is supposed to work?
-- Mike
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