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st:AR(1) error notice: sample may not include multiple panels

From   Amanda Fu <>
Subject   st:AR(1) error notice: sample may not include multiple panels
Date   Sat, 17 Mar 2012 18:02:51 -0400

Dear Statalists,

Sorry for bothering you with  a question about a simple AR(1)
estimation. I searched related discussion in the archives , but still
cannot figure out why the error message comes out. Any suggestions
will be helpful.

I want to estimate a univarate AR(1) model (without any controls). The
data set is a panel data,  including 1000 observations for 5 years
(200 variables. The one I am interested is enroll taking values 0,1) .
. tsset id years
. arima enrollment,ar(1)
"sample may not include multiple panels"

I must have missed something here. Can someone give me some hints?
In addition, instead of using ARIMA, may I know if there is any easy
alternative to do the AR(1) ?

Thank you very much!

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