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Re: st: ARMA(1,1) with multiple panels

From   "Klink, Andrew" <>
To   "" <>
Subject   Re: st: ARMA(1,1) with multiple panels
Date   Thu, 31 Dec 2009 10:32:48 -0500

The panels are not balanced ­ some hospitals have only two years of data
(each with 12 months) and some hospitals have all 8 years of data.


Date: Wed, 23 Dec 2009 08:38:40 -0600
From: Charles Koss <>
Subject: Re: st: ARMA(1,1) with multiple panels

are the panels balanced?

- --
Charles Koss

On Mon, Dec 21, 2009 at 10:43 AM, Klink, Andrew <>
> 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. I'm using Stata 10.1 on
> a Mac.
> Thank you,
> -Andy

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