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  • Radf command does not run (error 3499)

    Hi all,

    I am trying to run a GSADF test through the radf command in Stata 16. I keep getting this error after transforming my panel data into multiple time series. It should work. I keep getting this error
    (attachment)
    Does anyone know how I can fix this?
    Thanks,.
    Attached Files

  • #2
    Hi, im getting the same error. Did you by any chance figure it out?

    Comment


    • #3
      radf is from SSC. As documented it requires installation of moremata from SSC too.

      Code:
      ssc desc radf

      Comment


      • #4
        Thank you so much.

        Comment


        • #5
          Originally posted by Nick Cox View Post
          radf is from SSC. As documented it requires installation of moremata from SSC too.

          Code:
          ssc desc radf
          I'm getting this error message.

          Click image for larger version

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          I was wondering what could be the issue?

          Comment


          • #6
            Now I am getting this error message with the following commands (I only have one variable called crudeoilaverage).

            generate t = tm(1960m1) + _n - 1
            format t %tm
            tsset t
            ssc install radf
            ssc install moremata
            radf crudeoilaverage, maxlag(1)

            Click image for larger version

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            Any idea what might be wrong here?

            Comment


            • #7

              Perhaps try uninstalling and reinstalling radf and moremata. Or add , replace to the ssc calls.

              I cannot replicate your problem, but I’m using Stata 16.1 on a Mac. Lastly, try this to see if the issue is specific to your data

              Code:
              // Spot Crude Oil Price
              import delimited using "https://fred.stlouisfed.org/series/WTISPLC/downloaddata/WTISPLC.csv", clear
               
              gen month = mofd(date(date, "YMD"))
              format month %tm
              tsset month
               
              radf value, maxlag(1)
              Res
              Code:
              BSADF critical values and graphs not available for 906 observations
              
              Right-tail ADF statistics for value with first observations  1946m3 -  2016m4
              
              Number of obs = 904  lag selection[FIX]  maxlag = 1  window = 63 periods
              
                           |      Test      Tab90      Tab95      Tab99
              -------------+--------------------------------------------
                      ADF0 |   -2.3321    -0.4269    -0.0575     0.6130
                      SADF |    7.7661     1.2825     1.5818     2.0959
                     GSADF |    7.7661     2.0734     2.2918     2.7420
              
              Test: ADF0, SADF (PWY,2011), GSADF (PSY,2015)
              Tab : right-tail tabulated critical values for 90, 95, 99 confidence levels
                    from Vasilopoulos, Pavlidis, Spavound and Martínez-García (2020)

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              • #8
                Hi all,
                I am getting the same error message though I re uninstalled all the packages and re installed them. Did anyone else use the radf command please?
                Best,

                Comment


                • #9
                  Hello Sabrina and Rob de Jong;

                  If you write "ssc install radf" to stata command place then you will see a message saying that "the installation is completed".
                  But unfortunately it is not true.
                  There is somthing wrong with installation so that some files could not install after the command use.

                  Do For full radf installation pls follow below instruction steps one by one:

                  1-) http://fmwww.bc.edu/repec/bocode/r/ go to this link
                  2-) then find from the list and then copy these 3 files named as "radf.mtx" , "rsadf.mtx" and lastly "rgsadf.mtx" directly to your pc in this target file "c:\ado\plus/r/"
                  (these are unfortunately missing files for installation of ssc install radf command, probably a mistake was occur during installiton.

                  3-) Then open you "xxxxxxx.dta" file
                  4-) use tsset comand for time series
                  5-) then use radf command.

                  After all you will see that radf is working regularly.


                  I hope these information is enough for you.
                  Best regards.

                  Dr. Tunakan DURAN
                  www.tunakanduran.com

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