-tsset- does not work with the residuals, or anything else measured or calculated for a time variable. It wants to see the time variable itself, typically a variable that counts days ... years ... whatever on a time scale, or an equivalent in some other serial order; and if appropriate a panel or other identifier variable.
Don't look in the archives for this: it is basic material, for which -help tsset- is one of several good starts.
Nick
[email protected]
Frank Gallo
What I would like to do, which I cannot find exactly in the archives,
is to check the independence of the residual terms (e) from a
regression. I would like to run the -durbinh- command, but I know that
I need to set the time variable using tsset. The residuals though are
not integers. I appreciate any help with the syntax. Thank you.
*
* 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/
