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Re: st: RE: ERROR: sample may not include multiple panels
From
Tobias Friedli <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: ERROR: sample may not include multiple panels
Date
Fri, 6 Aug 2010 16:43:08 +0200
Ok, that is the problem, i thought it is for panel data too. Thanks everbody for the help
Am 06.08.2010 um 16:39 schrieb Steve Samuels <[email protected]>:
> Perhaps more to the point-I'm not expert in this area: -xcorr-
> operates on a bivariate time-series, and -dfuller- appears to operate
> only on a single time series.
>
> Steve
>
> On Fri, Aug 6, 2010 at 10:28 AM, Steve Samuels <[email protected]> wrote:
>> Look up the -help- for -dfuller- and -xcorr-. They are time-series
>> commands, not panel-data commands. Time-series data must be -tsset-
>>
>> Steve
>>
>> On Fri, Aug 6, 2010 at 10:18 AM, Nick Cox <[email protected]> wrote:
>>> To Stata, a panel is an identifier variable which, together with a time
>>> variable, defines a panel dataset. Thus to Stata your variable -model-
>>> defines panels: as far as it is concerned you said so yourself.
>>>
>>> Nick
>>> [email protected]
>>>
>>> Hobst
>>>
>>> i defined my paneldata using the following code
>>>
>>> encode model, gen(numeric_model)
>>>
>>> gen datevar=monthly(month,"M20Y")
>>> format datevar %tm
>>>
>>> sort numeric_model datevar
>>> xtset numeric_model datevar
>>>
>>> Now, if i want to make tests such as xcorr, as or dfuller i get the
>>> following error message:
>>>
>>> "sample may not include multiple panels"
>>>
>>> Has anybody got an idea why i get this error? Where does stata see the
>>> "multiple panels"?
>>>
>>>
>>> *
>>> * 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/
>>>
>>
>>
>>
>> --
>> Steven Samuels
>> [email protected]
>> 18 Cantine's Island
>> Saugerties NY 12477
>> USA
>> Voice: 845-246-0774
>> Fax: 206-202-4783
>>
>
>
>
> --
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax: 206-202-4783
>
> *
> * 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/
*
* 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/