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st: ARMA(1,1) with multiple panels


From   "Klink, Andrew" <KLINKA@email.chop.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: ARMA(1,1) with multiple panels
Date   Mon, 21 Dec 2009 11:43:28 -0500

I have a question regarding ARMA(1,1) with multiple panels (in my case they
are hospitals that each have data for years 2001-2008). I am looking for a
way to estimate ARMA(1,1) over all hospitals at once, instead of estimating
ARMA(1,1) for each hospital for each year. In other words, I would like to
estimate ARMA(1,1) by year for all hospitals (i.e., one estimate for each
year). I keep getting an error for multiple panels. I¹m using Stata 10.1 on
a Mac. 

Thank you,
-Andy


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