Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 10:39:46 -0400

Perhaps more to the point-I'm not expert in this area:  -xcorr-
operates on a bivariate time-series, and -dfuller- appears to operate
only on a single time series.

Steve

On Fri, Aug 6, 2010 at 10:28 AM, Steve Samuels <sjsamuels@gmail.com> wrote:
> 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"?
>>
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index