st: AW: AW: TS var command for panel data - error: repeated time values in sample

["Nicole Ratzinger" <nicole.ratzinger@uni-ulm.de>]

Thanks. I did. That's not the problem. But I cannot use the var command -->
error: repeated time values in sample. How can I use the var command with
panel structure? 


-- 

Dipl.-Math. oec. Nicole V. S. Ratzinger 
Universität Ulm 
Institut für Rechnungswesen und Wirtschaftsprüfung Professor Dr. K.-U.
Marten
Helmholtzstraße 22 
89081 Ulm 
Telefon: +49 731 50 31025 
Telefax: +49 731 50 31028 
Mailto:nicole.ratzinger@uni-ulm.de 
http://rwwp.mathematik.uni-ulm.de/irw 


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martin Weiss
Gesendet: Montag, 21. Juni 2010 09:28
An: statalist@hsphsun2.harvard.edu
Betreff: st: AW: TS var command for panel data - error: repeated time values
in sample


<> 


Note that -tsset- has a second syntax

tsset panelvar timevar [, options]

that lets you tell Stata that you have a panel structure.



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nicole
Ratzinger
Gesendet: Montag, 21. Juni 2010 09:10
An: statalist@hsphsun2.harvard.edu
Betreff: st: TS var command for panel data - error: repeated time values in
sample

Hello,

I would like to use the TS var command, vector autoregressiv models. I tried
to tell Stata that I have time series data.
My data is structured as follows: Three years with approximately 450 company
observations for each year. I have an identifier variable for the companies
and a time variable, year, and all the other variables (unstructured panel
data, each row a company observation). After telling stata the time series
structure of my data set I could use the lag operator and other TS commands.
However, if I  use the var command I get the error 'Repeated time values in
sample'. Is it possible to tell stata, that the first 460 rows are the data
for time point 200x and the next 450 for the time period 200x+1? How can I
use the var command for my dataset?

Thanks in advances.
Nicole

--
Dipl.-Math. oec. Nicole V. S. Ratzinger
Universität Ulm
Institut für Rechnungswesen und Wirtschaftsprüfung Professor Dr. K.-U.
Marten Helmholtzstraße 22
89081 Ulm
Telefon: +49 731 50 31025
Telefax: +49 731 50 31028
mailto:nicole.ratzinger@uni-ulm.de
http://rwwp.mathematik.uni-ulm.de 

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