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


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <n.j.cox@durham.ac.uk> 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
> 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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>



-- 
Steven Samuels
sjsamuels@gmail.com
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