Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ARMA(1,1) with Multiple Panels

From   Alexander Gelber <>
Subject   st: ARMA(1,1) with Multiple Panels
Date   Tue, 22 Aug 2006 11:21:00 -0400 (EDT)

Which Stata commands should I use to estimate an ARMA(1,1)  process in a
panel dataset with multiple panels?

The problem is that when I just use the normal command to estimate an
ARMA(1,1), it gives me an error message:

 arima dep ind, arima(1,0,1)
sample may not include multiple panels

Apparently there is a way to "loop" over panels, but I am confused about
what this means or how it would be implemented in Stata.  Or is there
another way to do it?

I would very much appreciate any help!
*   For searches and help try:

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