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st: RE: tsset error codes


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: tsset error codes
Date   Thu, 23 Feb 2012 17:42:30 +0000

If you have panel data, you must specify the panel identifier too. 

Nick 
[email protected] 

William Hart

I am beginning an analysis of some Consumer Expenditure Survey data.  I have quarterly data sets from 1996 through 2009.  I have a variable  called 'timevar' which is a sequential number unique to each quarter.  I used the following code in an attempt to tsset the data:

. gen newtime = q(1996q1) + timevar-1
r; t=0.03 9:20:36

. format newtime %tq
r; t=0.00 9:21:03

. tsset newtime
repeated time values in sample
r(451); t=0.16 9:21:15

I am not sure what this error code is telling.  The listed explanation is:

[P]     error . . . . . . . . . . . . . . . . . . . . . . . .  Return code 451
        invalid values for time variable;
        For instance, you specified mytime as a time variable and
        mytime contains noninteger values.


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