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st: Re: tsset repeated value problems


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: tsset repeated value problems
Date   Sun, 22 Jan 2006 07:01:43 -0500

Think about it as a bank statement. In your account, there may be multiple transactions posting on the same d/m/y: checks clearing, ATM withdrawals, deposits. So you cannot treat your account number as the 'i' variable; you must treat the transaction as the 'i' variable, and associate it with the 'i' variable (flagging transactions on your account as j=1 and my account as j=2, e.g.). Then you can tsset i date
(where date is the d/m/y) and it will work. If you want the total value of transactions for each j and date, that's easy enough to calculate from these data with collapse.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Jan 22, 2006, at 2:33 AM, statalist-digest wrote:


I'm trying to create a time series from a dataset with
values for month, date, and year; however, multiple events
happened on the same month and even year. Is there any way
that I can use tsset without getting the r(451) ("repeated
time values") error?
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