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st: TS var command for panel data - error: repeated time values in sample


From   Nicole Ratzinger <nicole.ratzinger@uni-ulm.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: TS var command for panel data - error: repeated time values in sample
Date   Mon, 21 Jun 2010 09:10:27 +0200

Hello,

I would like to use the TS var command, vector autoregressiv models. I tried to tell Stata that I have time series data. My data is structured as follows: Three years with approximately 450 company observations for each year. I have an identifier variable for the companies and a time variable, year, and all the other variables (unstructured panel data, each row a company observation). After telling stata the time series structure of my data set I could use the lag operator and other TS commands. However, if I use the var command I get the error 'Repeated time values in sample'. Is it possible to tell stata, that the first 460 rows are the data for time point 200x and the next 450 for the time period 200x+1? How can I use the var command for my dataset?

Thanks in advances.
Nicole

--
Dipl.-Math. oec. Nicole V. S. Ratzinger
Universität Ulm
Institut für Rechnungswesen und Wirtschaftsprüfung
Professor Dr. K.-U. Marten
Helmholtzstraße 22
89081 Ulm
Telefon: +49 731 50 31025
Telefax: +49 731 50 31028
mailto:nicole.ratzinger@uni-ulm.de
http://rwwp.mathematik.uni-ulm.de
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