Am 25.09.2025 um 18:28 schrieb Sven Schreiber:
 <hansl>
 # test an aux dataset inside a function
 function void internalar (matrix x, int p, series anyoldseries)
     # the series argument is only added to trigger inheriting
     # the dataset of the caller
     x = vec(x)
     T = rows(x)
     # we know we are working in a panel context
     smpl 1 1 --unit
     setobs 1 1 --time-series
     print $nobs
     errorif(T>$nobs, "incoming vector too long")
     # smpl 1 T # redundant
     series s = x
     print
     ols s s(-1)
     arma p 0; s
     # ar p ; s  # yields data error
 end function
 open grunfeld
 internalar(mnormal($pd), 2, invest)
 </hansl>
 but notice that "ar" yields a mysterious data error which might be 
 independent of the current issue, don't know.
 
I'm doing a ping on this concerning not the original topic, but the 
error with the "ar" line (if you uncomment the last line of the function 
in the script above). I just checked on the latest snapshot, where it 
persists. Given that the arma command works, I'm not conscious of doing 
anything wrong there, but maybe it has to do with initial values or so.
thanks
sven