Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: trying tsset before dfgls

From   Preeti Rao <>
Subject   st: trying tsset before dfgls
Date   Fri, 7 Jun 2002 00:46:02 +0530 (IST)

I am trying to apply Dickey-Fuller test to daily share prices covering a
period of 5 years (starting from 1st April 1996 to 31st March 2001) for 
100 companies of Bombay Stock Market. 

The prices are upto 2 decimal places. while trying to tsset the data, 
 tsset knoll, f(%9.2g)
we get the error message "time variable must contain only integer values".
On removing the decimals, and then doing tsset 
tsset knoll, f(%9.0g)
the error message is "repeated time values in sample".

Since these are daily share prices, they will repeat. And it is required
that the share prices contain atleast 2 decimal places.

Could you please help me and let me know where i am going wrong?


Preeti Rao		

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index