Help with the bds command

[Fareha Ashraf]

Hi friends,

I am trying to employ the bds command to check for residuals non-linearity for the NYSE returns time series. But, when I do it, I get the following error:

bds returns
                   bds():  3499  mm_quantile() not found
                 <istmt>:     -  function returned error

Thanks!

[William Lisowski]

The online documentation for the bds package (a community contributed command available from Stata Journal) apparently neglects to mention that the community contributed moremata package available from SSC needs to be installed to provide (at least) the mm_quantle() Mata function.

ssc describe moremata