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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 10:39:46 -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 <[email protected]> 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 <[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:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax: 206-202-4783
>
--
Steven Samuels
[email protected]
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/