st: Var command with panel data

[Josep Rialp <josep.rialp@uab.es>]

Dear friends,

We have a panel data and we want to run Granger test.
First we use the tsset command.
Then we use var command writing only two variables (var variable1 variable2) and we get the following message:

repeated time values in sample

Can anybody give us some good advise? How can we run Granger test in our panel?

Thanks in advance

Josep