Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
From
Aaron Kirkman <[email protected]>
To
[email protected]
Subject
st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
Date
Wed, 5 Sep 2012 20:32:54 -0500
Dear Statalist,
I'm using the -tssmooth- command to calculate a simple moving average
of stock prices, but I get a syntax error of "First numlist in
weights(1 2 3 4 <5>) invalid" when running these commands.
##
copy "http://ichart.finance.yahoo.com/table.csv?s=PNRA&a=05&b=10&c=1991&d=07&e=24&f=2012&g=d&ignore=.csv"
pnra.csv, replace
insheet using pnra.csv, comma clear
gen dateInt = date(date, "YMD")
drop date
rename dateInt date
tsset date
tssmooth ma wtma1 = adjclose, weights(1 2 3 4 <5>)
##
I also receive an error if I specify other variations of this numlist
or other weights entirely, e.g.
tssmooth ma wtma2 = adjclose, weights(1/4 <5>)
tssmooth ma wtma3 = adjclose, weights(1(1)4 <5>)
Specifying a window does work, however.
tssmooth ma wtma4 = adjclose, window(4 1)
However, this syntax works for another data set, so I'm not quite sure
about the problem with this code. For example, this code works when
using a dataset from Baum's "Introduction to Modern Econometrics Using
Stata."
##
use http://www.stata-press.com/data/imeus/grunfeld, clear
tsset
tssmooth ma wtma1 = invest, weights(1 2 3 4 <5>)
tssmooth ma wtma2 = invest, weights(1/4 <5>)
tssmooth ma wtma3 = invest, weights(1(1)4 <5>)
##
Is there a nuance to the syntax that I'm missing?
Thank you,
Aaron Kirkman
*
* 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/