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Re: st: ARIMA model in time-series panel data

From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: ARIMA model in time-series panel data
Date   Fri, 16 Mar 2012 18:40:37 +0000

You don't give the exact command you are using (-tsset- is just a
precursor), but you are right. There is a limit to the number of
panels that that command supports, and it is 1.

What would a multiple panel ARIMA look like any way?


On Fri, Mar 16, 2012 at 5:04 PM, Rituparna Basu <[email protected]> wrote:

> I am trying to run univariate ARIMA model in a time-series panel data but it is giving me the error msg 'sample may not include multiple panels'. I used the 'tsset' command to set the data as time-series panel.
> I am not sure why the ARIMA model is not running. Is there a limit to the number of 'panels' or 'groups' while running the ARIMA model?  I am using STATA11.

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