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st: Type of data (time-series and panel-data)


From   "Beatrice Crozza" <beatrice.crozza@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Type of data (time-series and panel-data)
Date   Sat, 19 Jul 2008 20:45:43 +0200

Dear statalisters,

I have a question concerning the type of data in my dataset.

I have data about five different bonds, with observations for the
time, the date and other variables, such as the bid and ask prices.

I would like to treat my data both as a time-series (i.e. paying no
attention to the type of bond) and as a panel-data.
However, when I use the command tsset I receive this message:
repeated time values in sample
r(451);

I think that this is due to the fact that I have the same date for
different times and for different variables,because, for example, I
have at the same date a bid price for a given time, an ask price for
the same data and time and so on.

Does anyone know how to solve the problem both for time-series and panel-date?

Thank you very much.

Best regards,
Bea
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