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Re: st: twoway lfit and time series operators
From
[email protected] (Vince Wiggins, StataCorp)
To
[email protected]
Subject
Re: st: twoway lfit and time series operators
Date
Thu, 07 Oct 2010 23:14:22 -0500
Jorge Eduardo Perez <[email protected]> writes that
-twoway lfit- fails when time-series operators are applied
to the variables.
> -twoway lfit- does not work with time series operators in Stata 11.
> Is there a reason for this aside from -twoway lfit- being out of
> date? -scatter- deals with time series operators properly.
> . sysuse sp500
> . tsset date
> . scatter l.open l5.close
> . twoway lfit l.open l5.close
>
> I had to use this workaround
>
> . gen l5close=l5.close
> . twoway lfit l.open l5close
-twoway lfit- was not intended to support time-series operators,
but the documentation is silent on this point and the error
message when operators are used is admittedly poor.
Regardless, support for time-series operators will be added to
-twoway lfit-, -twoway lfitci-, -twoway qfit-, and -twoway qfitci-
in a future update.
In the interim, anyone wanting to user time-series operators
with these -twoway- plottypes can use Jorge's workaround.
-- Vince
[email protected]
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