On 08/16/2012 07:02 PM, Logan Kelly wrote:
 Hello,
 
 I am having trouble changing the sample period in a script file. I
 initialy set the sample using
 
 smpl 1967:1 2007:4
 
 Then latter in the script I set the sample to
 
 smpl 1967:1 2011:4
 
 But when I estimate a VAR the sample period remains 1967:1 - 2007:4
 
 I have also used the command
 
 smpl --full
 
 with the same results. The sample period does not change for the
 estimation. 
Have you checked your data whether the needed observations are actually
there and not NA?
cheers,
sven