Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average

["Brian P. Poi" <bpoi@stata.com>]

On 09/06/2012 12:59 PM, Nick Cox wrote:

> Sorry; I evidently didn't make myself clear enough, or you've missed
> some very minor ironies of style. Where the error arises is not in
> doubt.
>
> -set trace- is sufficient to tell exactly where the error occurs and
> using it lies behind my previous post. Also, the error occurs when
> int(N/2) exceeds 1600, which as you say is when N>= 3202.
>
> I haven't copied my post to Stata tech support, so you may want to
> press them gently on the point.
>
> Nick
>
> On Thu, Sep 6, 2012 at 6:42 PM, Aaron Kirkman<ak1795mailserv@gmail.com>  wrote:
> > I don't know if this code is sufficient to figure out exactly where
> > the error occurs, but errors occur when _N>= 3202 on my system (Stata
> > MP 12.1, Unix).
> >
> > ##
> > set more off
> > forvalues i = 3100/3300 {
> >          clear
> >          capture set obs `i'
> >          gen x = runiform()
> >          gen t  = _n
> >          capture tsset t
> >          capture tssmooth ma wtma = x, weights(1 2 3 4<5>)
> >          if _rc == 198 {
> >                  display as error `i'
> >          }
> > }
> > ##
> >
> > Aaron


Aaron has uncovered a bug in -tssmooth- related to large datasets.  Nick is correct in that the bug gets triggered because numlists in Stata can have at most 1,600 elements.

We will get -tssmooth- fixed in the next ado-file update so that it works with more than 3,201 observations.

   -- Brian Poi
   -- bpoi@stata.com
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