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


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: RE: ERROR: sample may not include multiple panels
Date   Fri, 6 Aug 2010 10:28:03 -0400

Look up the -help- for -dfuller- and -xcorr-. They are time-series
commands, not panel-data commands. Time-series data must be -tsset-

Steve

On Fri, Aug 6, 2010 at 10:18 AM, Nick Cox <[email protected]> wrote:
> 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
> [email protected]
>
> 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"?
>
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Steven Samuels
[email protected]
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Saugerties NY 12477
USA
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