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 on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: ARIMA model in time-series panel data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ARIMA model in time-series panel data
Date   Fri, 16 Mar 2012 18:40:37 +0000

You don't give the exact command you are using (-tsset- is just a
precursor), but you are right. There is a limit to the number of
panels that that command supports, and it is 1.

What would a multiple panel ARIMA look like any way?

Nick

On Fri, Mar 16, 2012 at 5:04 PM, Rituparna Basu <basur@pamfri.org> wrote:

> I am trying to run univariate ARIMA model in a time-series panel data but it is giving me the error msg 'sample may not include multiple panels'. I used the 'tsset' command to set the data as time-series panel.
> I am not sure why the ARIMA model is not running. Is there a limit to the number of 'panels' or 'groups' while running the ARIMA model?  I am using STATA11.

*
*   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