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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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? Nick On Fri, Mar 16, 2012 at 5:04 PM, Rituparna Basu <basur@pamfri.org> 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. * * 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/