nostop doesn't work in my do file

[dwcarley]

I am trying to run a Do file iteratively over a group of files to execute arima models. After each arima estimation, I run a psdensity command. This sometimes returns a error because the MA polynomial has roots less than or near to one. The Do file always stops at this point, even though I specify the "nostop" option. Any help would be appreciated. Thanks in advance
Dave Carley

[Jorge Eduardo Perez Perez]

Try using capture. See help capture.

[Manish Srivastava]

You can try : run do_file_name,nostop

[Phil Schumm]

Good programming practice would dictate use of capture here, followed by code to handle the specific error in question, i.e.,

cap psdensity ...
if _rc==<error_code> {
    ...
}

where <error_code> is the return code corresponding to the error you want to trap. This way, errors of this particular type will not interrupt execution, but other errors will (which is typically what you want).