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st: RE: tsset with non-integers

From   "Nick Cox" <>
To   <>
Subject   st: RE: tsset with non-integers
Date   Thu, 7 May 2009 14:07:32 +0100

-tsset- does not work with the residuals, or anything else measured or calculated for a time variable. It wants to see the time variable itself, typically a variable that counts days ... years ... whatever on a time scale, or an equivalent in some other serial order; and if appropriate a panel or other identifier variable. 

Don't look in the archives for this: it is basic material, for which -help tsset- is one of several good starts. 


Frank Gallo

What I would like to do, which I cannot find exactly in the archives,  
is to check the independence of the residual terms (e) from a  
regression. I would like to run the -durbinh- command, but I know that  
I need to set the time variable using tsset. The residuals though are  
not integers. I appreciate any help with the syntax. Thank you.

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