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st: time series

From   David Airey <>
Subject   st: time series
Date   Wed, 10 May 2006 11:35:17 -0500


Does Stata offer time series analysis for panel data?

What happens when times series analysis is done for panel data when the panel id is ignored?

Anyone have a good reference for this?

In the case I'm thinking of, we might have time series electrical recordings from brain cells (neurons) from across an A-B-A experimental design (A baseline, B treatment). There is a lot of data (spiking) in the time dimension. But multiple neurons are recording over time across ABA conditions, for more than one animal. This is a hierarchical data structure in cross section (neuron|animal).

So what happens when the animal id is ignored and neurons are considered independent of animal in a time series application?

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