Postfile command gives error/notification ''File not found''

[Rens Eggink]

Dear all,

I ran the following code in Stata:

clear all
set seed 312312
set obs 100
gen t = _n
tsset t
gen ipaustraliansmallcompanies = runiform()
gen zurichinvausvalueretailshrfd = runiform()
gen RM_RF = runiform()
gen SMB = runiform()
gen HML = runiform()
gen MOM = runiform()

**Running the model and saving results:
**The model was also run using Newey-West adjusted standard errors for the t-statistics
tempfile abc
tempname def
postfile `def' str32 fund alpha_b alpha_se mkt_b mkt_se smb_b smb_se hml_b hml_se mom_b mom_se ///
    rsquared adjrsquared sic obs normal_p heterosked_p bg1_p bg6_p bg12_p using "`abc'", replace

However, Stata notes the following:

(note: file C:\Users\Rens\AppData\Local\Temp\ST_32f4_000001.tmp not found)

Can someone please explain if this Stata notification is a problem and what it means?

Moreover, can someone please explain what we exactly do with the postfile command?

help post

says ''Declare variable names and filename of data set where results will be saved''. Does this mean that the file is saved on my PC, or are we doing something else?

Best regards,
Rens Eggink

[Felix Bittmann]

Your code as is does run without errors on my Linux machine (Stata 16.1). Maybe remove the double quotes from abc to `abc'? I think this is not an error message, simply a warning so the user knows that a new file will be generated. Did you run the complete code there postfile is actually used later on? Does this work? For examples see https://www.stata.com/support/faqs/p.../post-command/ or https://jearl.faculty.arizona.edu/si...20Year%202.pdf