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st: RE: ERROR: sample may not include multiple panels


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ERROR: sample may not include multiple panels
Date   Fri, 6 Aug 2010 15:18:41 +0100

To Stata, a panel is an identifier variable which, together with a time
variable, defines a panel dataset. Thus to Stata your variable -model-
defines panels: as far as it is concerned you said so yourself. 

Nick 
n.j.cox@durham.ac.uk 

Hobst

i defined my paneldata using the following code

encode model, gen(numeric_model)
 
gen datevar=monthly(month,"M20Y") 
format datevar %tm

sort numeric_model datevar
xtset numeric_model datevar

Now, if i want to make tests such as xcorr, as or dfuller i get the
following error message:

"sample may not include multiple panels"

Has anybody got an idea why i get this error? Where does stata see the
"multiple panels"?


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