Joern,
I tried -var- with -statsby- out of curiosity, and it does work for
me. This is what I did under Stata 10.1:
**********
use http://www.stata-press.com/data/r8/lutkepohl, clear
tempfile var
gen group = _n < 47
sort group qtr
save `var'
* -statsby- works fine
statsby, by(group): var dlinvestment dlincome
**********
-statsby- complains if you don't save the data beforehand, but that
happens independently of -var-. If you tell us exactly what you did,
we might be able to help.
Eva
2008/9/18 J�rn van Halteren <[email protected]>:
> The STATA manual says that vector autoregression (var) works with the
> command "statsby". However, I always get the error r(451) "repeated time
> values in sample an error occurred when statsby executed var". If I run the
> command with simple by it works, but I need the stats.
>
> Can someone help me?
*
* 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/