I am having a lot of difficulty declaring my monthly dataset to be time series
(specifically a panel). I also have an annual time series that I declared
without a problem.
The annual data looks something like this
countrycode year
1 1960
1 1961
1 1962
2 1960
2 1961
2 1962 etc...
So:
tsset countrycode year, yearly
and it worked fine
But my monthly data:
c_code year
1 1960.01
1 1960.02
1 1960.03
2 1960.01
2 1960.02
2 1960.03 etc...
I have been able to convert it to string , take a substring and create a
variable called paneldate by doing the following:
generate year = real(substr(date,1,4))
generate month = real(substr(date,6,2))
generate paneldate = ym(year,month)
format paneldate %tm
So my data now looks like this:
c_code paneldate
1 1960m1
1 1960m2
1 1960m3
2 1960m1
2 1960m2
2 1960m3 etc.. (It shows up in the editor as 1960m1, but its value
is 0)
When I try to:
tsset c_code paneldate, monthly
I continue getting an error message saying "repeated time values within panel".
I can't seem to figure this out. Other than the fact that it is monthly data,
it looks exactly like my annual data that was successful.
Any help would be appreciated,
Justin
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