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st: Re: tsset for panel time series

From   Dani Tilley <>
Subject   st: Re: tsset for panel time series
Date   Thu, 1 Jul 2010 11:33:54 -0700 (PDT)

Hi Martin and Nick,

Thanks for your help. I was not including the panelvar in my tsset command. It's now OK.


DF Tilley

----- Original Message ----

I can see no problems in my example, Dani, so what is different in your


input byte month int year byte(x y)
2 2010 2 3
4 2010 5 6
3 2010 3 9
2 2009 2 2
1 2009 3 9

expand 2, gen(id)
list, noo sepby(id)

gen mydate=monthly(string(month)+" "+ string(year), "MY")
form mydate %tmMonth_CCYY
tsset id mydate


From: Dani Tilley <>
Sent: Thu, July 1, 2010 1:55:10 PM
Subject: tsset for panel time series


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.'

Any help would be appreciated.


Dani Tilley

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