st: ARIMA ERROR MESSAGE - HOW DO I CORRECT THE PROBLEM?

["M D" <healthyfruit@hotmail.com>]

I tried doing an ARIMA estimation procedure using the dataset from my 
textbook; however, STATA doesn't want to do it.

It gives me the following message, even though I clearly have the y1 data in 
my file.

arima y1, arima(1,0,0)

(setting optimization to BHHH)
      kalman_solve_P0():  3499  vec() not found
                <istmt>:     -  function returned error
r(3499);


How do I correct this nightmare? :(

Thank you in advance to everyone who replies!

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