ARCH & GARCH estimation in STATA


I have a problem in estimating an ARCH regression model. The following error message is displayed repeatedly by STATA.

_TS_p_delta_getnumb(): 3499 strtoreal() not found
_TS_p_delta_increment(): - function returned error
_TS_p_delta(): - function returned error
<istmt>: - function returned error

The same error message is shown even when I replicate the following simple datasets and codes provided by STATA (through help arch).

Example 1:
. webuse wpi1
. arch D.ln_wpi, arch(1/3)

Example 2:
. webuse urates
. arch illinois indiana kentucky, arch(1) garch(1)

If anyone could help me figure out the problem, I'd greatly appreciate it!


It looks like your version of Stata is missing the -strtoreal- function. This should not happen (it's a built-in function) so there's almost certainly a problem with your installation. Sometimes this happens with a failed update so it's worth trying to update your Stata using:
update executable, force
update utilities, force
update ado

If that doesn't fix the problem then I would suggest contacting Stata technical support.