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st: RE: tsset for panel time series

From   "Nick Cox" <>
To   <>
Subject   st: RE: tsset for panel time series
Date   Thu, 1 Jul 2010 18:59:58 +0100

-tsset- must specify both panel id and time variable. See -help tsset-.
Otherwise, see 

FAQ     . . . . . .  Dealing with reports of repeated time values within
        . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox and M.
        12/05   How do I deal with a report of repeated time values
                within panel?


Dani Tilley

I'm trying to declare a panel time series and I'd appreciate some help.
I have data on several variables over time, as well as Year and Month
variables. I used -tostring- to convert Year and Month to string, and I
concatenated them into a third string variable (format YearMo). I then
tried to convert this third variable into date format using
monthly(thirdvar,"ym") and used it in tsset thirdvar and got an error
message "repeated time values in sample". I know I'm doing something
wrong, but I can't figure out what or how to fix it.'

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