st: tsset for panel time series

[Dani Tilley <tilleydani@yahoo.com>]

Hi,

I'm trying to declare a panel time series and I'd appreciate some help. I have data on several variables over time, as well as Year and Month variables. I used -tostring- to convert Year and Month to string, and I concatenated them into a third string variable (format YearMo). I then tried to convert this third variable into date format using monthly(thirdvar,"ym") and used it in tsset thirdvar and got an error message "repeated time values in sample". I know I'm doing something wrong, but I can't figure out what or how to fix it.'

Any help would be appreciated.

Thanks,

Dani Tilley


      
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