Dear statlisters,
Can someone help me understand the error message, below (r430)? It
appears to be due to the "1" in the "ar()" condition. If I change the
"ar" option to "ar(2 3), I do not get this message. I also do not get
this message if I specify "ar(1)" but eliminate the regressors
"msa2-msa19" (and I get it if I specify "ar(1)" but keep "msa2-msa19".
Thanks,
Danielle
. arima hpa msa2-msa19 year `X6', ar(1 2 3) cond robust
(note: insufficient memory or observations to estimate usual
starting values [2])
Number of gaps in sample: 18 (gap count includes panel changes)
(note: conditioning reset at each gap)
(setting optimization to BHHH)
could not calculate numerical derivatives
discontinuous region with missing values encountered
r(430);
-----
Danielle H Ferry
Bear Stearns Asset Management
383 Madison Avenue
New York, NY 10179
212/272-3415
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