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  • estat sbcusum error

    Hi all!
    I run ardl y x1 x2 x3 x4, ec1 estimating a ARDL(1,0,2,2,1) with 50 obs.
    The model is well specified with all post estimation, including cusum6, working.

    By when I run estat sbcusum I get this error:

    " r(3200) conformability error function returned error "

    I use Stata 17 and in some other regressions It worked. I would like to know what does it mean that error, whether it is possible to fix and otherwise if the cusum6 plot without any test is enough to convince a referee that model parameters are stable.

    Thank you all in advance

    Fabiana

  • #2
    The help file says "estat sbcusum requires that the current estimation results be from regress", so it may be a compatibility issue with ardl.

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    • #3
      Thanks a lot Mr. Schaefer, of course I tried but I get the same.
      That's why I was thinking about something wrong in my data but I really cannot understand what. Maybe too few degrees of freedom? Too few observations?

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