st: time series

[David Airey <david.airey@vanderbilt.edu>]

.

Does Stata offer time series analysis for panel data?

What happens when times series analysis is done for panel data when  
the panel id is ignored?

Anyone have a good reference for this?

In the case I'm thinking of, we might have time series electrical  
recordings from brain cells (neurons) from across an A-B-A  
experimental design (A baseline, B treatment). There is a lot of data  
(spiking) in the time dimension. But multiple neurons are recording  
over time across ABA conditions, for more than one animal. This is a  
hierarchical data structure in cross section (neuron|animal).

So what happens when the animal id is ignored and neurons are  
considered independent of animal in a time series application?

-Dave
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