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Re: : st: Fwd: denton command


From   Lanciné Condé <[email protected]>
To   [email protected]
Subject   Re: : st: Fwd: denton command
Date   Fri, 26 Apr 2013 07:10:19 +0200

When I implement denton routine with following data, I reveiv "unknown
function dof.()".

quater data set (saved as indor.dta):
quater indprod
2001q1 89.08808
2001q2 99.18902
2001q3 86.79143
2001q4 94.21463
2002q1 100.7396
2002q2 104.013
2002q3 107.7426
2002q4 141.5924
2003q1 153.249
2003q2 157.9332
2003q3 138.939
2003q4 172.3779
2004q1 171.6911
2004q2 170.2972
2004q3 154.0298
2004q4 164.9663
2005q1 212.7533
2005q2 184.2868
2005q3 183.1958
2005q4 218.2183
2006q1 247.1029
2006q2 311.0031
2006q3 326.3076
2006q4 335.9805
2007q1 276.5541
2007q2 315.1465
2007q3 300.0967
2007q4 380.488
2008q1 359.3074
2008q2 310.1187
2008q3 256.3503
2008q4 290.4864
2009q1 291.9593
2009q2 302.8786
2009q3 231.1226
2009q4 355.117
2010q1 369.1956
2010q2 431.0249
2010q3 370.3841
2010q4 455.9534
2011q1 557.2038
2011q2 577.6082
2011q3 509.0061
2011q4 665.0229
2012q1 740.0415
2012q2 799.4171
2012q3 602.6157
2012q4 857.7595

year data (saved as gdp.dta)
year gdp03
2001 6487.409
2002 6759.88
2003 6840.95
2004 7001.04
2005 7210.88
2006 7390.91
2007 7520.82
2008 7892.119
2009 7870.006
2010 8022.473
2011 8333.316
2012 8661.731

My log file

use C:\Users\Desktop\indor.dta

.tsset period

        time variable:  period, 2001q1 to 2012q4

                delta:  1 quarter

use C:\Users\Desktop\gdp.dta, clear

tsset year

        time variable:  year, 2001 to 2012

                delta:  1 unit

denton gdp03 using gdpq, interp(indprod)
from(C:\Users\Desktop\indor.dta) generate(pibq)

 unknown function dof.()

Thanks a lot for help.

Condé


2013/4/15 Christopher Baum <[email protected]>:
> <>
> On Apr 15, 2013, at 2:33 AM, Condela wrote:
>
>> When I implement:
>> use C:\Users\CONDE\Desktop\simulation\denton1.dta
>>
>> denton fpi using denton3, interp(ip) from(C:\Desktop\denton2.dta)
>> generate(monthly_fpi)
>>
>> I receive following message:
>>
>> denton currently requires low-frequency data to be yearly or quarterly.
>> r(322);
>>
>> or
>>
>> ip must be available for entire selected sample.
>> r(198);
>
> I think this is due to the fact that your quarterly data does not completely match your monthly data. You have a 1987q4 observation, but you do not have all three months of that quarter in the monthly dataset. Either drop that quarter or fill in those additional two months.
>
> Kit
> author denton
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>                                                                                                    | http://www.crup.com.cn/Item/111779.aspx
>
>
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