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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: RE: Bug with dfuller? |
Date | Sun, 14 Mar 2010 10:43:40 +0100 |
<> And, to exonerate -dfuller- fully, your problem must have been all about the -regress- part afterwards and not at all about -dfuller-? Can you confirm that for the list? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Sonntag, 14. März 2010 10:28 To: statalist@hsphsun2.harvard.edu Subject: RE: st: RE: Bug with dfuller? <> So, just to be sure, you can run this code as many times as you want, and nothing untoward happens to you, right? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mr Helder Zavale Sent: Samstag, 13. März 2010 23:22 To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: Bug with dfuller? Thanks Martin for your clarification. I should have used the following codes: **** webuse air2, clear dfuller air, regress lag(1) regress D.air L.air LD.air capture =0Adrop res_cattle predict res_cattle, residuals **** I want to look at the properties of the residuals from the regression used = in the Dickey-Fuller test. As you mentioned, dfuller does not have a predic= t-postestimation suite of commands. Therefore, I should have added the comm= and regress with the appropriate variables before the command predict. Thanks, Helder ---------------------------------------------------------------------------= ------------------------------------------------- Real integrity is doing the right thing, knowing that nobody's going to = know whether you did it or not. =20 Oprah Winfrey =20 -------------------------------------------------------------------------= --------------------------------------------------- =20 Zavale, H=E9lder =20 UEM - FAEF --- On Sat, 3/13/10, Martin Weiss <martin.weiss1@gmx.de> wrote: From: Martin Weiss <martin.weiss1@gmx.de> Subject: st: RE: Bug with dfuller? To: statalist@hsphsun2.harvard.edu Date: Saturday, March 13, 2010, 11:04 PM <> Which residuals do you want Stata to return? -dfuller- does not have seem t= o have a -predict- postestimation suite of commands. So I get "last estimates not found": **** webuse air2, clear dfuller air, regress lag(1) capture drop res_cattle predict res_cattle, residuals **** -dfuller- is an r-return command, so the fact that your code does run the first time may be due to an earlier e-ereturn command having been run? Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mr Helder Zavale Sent: Samstag, 13. M=E4rz 2010 20:20 To: statalist@hsphsun2.harvard.edu Subject: st: Bug with dfuller? Dear Stata user, I run dfuller command as follows dfuller cattle, regress lag(1) capture drop res_cattle predict res_cattle, residuals corrgram res_cattle The first time I ran the above command lines, there was no problem. However= =3D , when I try to run them for the second time, I get the following message capture drop res_cattle . predict res_cattle, residuals variable __000006 not found r(111); I am able to get the results of the Dickey-Fuller test but I not able to ge= =3D t the residuals from the regression. After exiting and re-opening Stata, th= =3D e command lines run with no problem for the first time, but then I get the = =3D same message when trying to run the command for the second time. I am using= =3D Stata 11. Does anyone know what is going on? Thanks, Helder ---------------------------------------------------------------------------= - ------------------------------------------------ =A0 Real integrity is doing the right thing, knowing that nobody's going to know whether you did it or not.=20 =A0 Oprah Winfrey=A0=20 =20 ---------------------------------------------------------------------------= - ------------------------------------------------ =20 =A0 Zavale, H=3DE9lder=20 UEM - FAEF * *=A0=A0=A0For searches and help try: *=A0=A0=A0http://www.stata.com/help.cgi?search *=A0=A0=A0http://www.stata.com/support/statalist/faq *=A0=A0=A0http://www.ats.ucla.edu/stat/stata/ * *=A0=A0=A0For searches and help try: *=A0=A0=A0http://www.stata.com/help.cgi?search *=A0=A0=A0http://www.stata.com/support/statalist/faq *=A0=A0=A0http://www.ats.ucla.edu/stat/stata/ =0A=0A=0A * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/