Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Structure of data so i can use Vector autoregressive analysis

    Hi,
    i want to do a timeserie analysis how debt is associated with ibr, when ibre goes from positive to negative. when searching for information, i have understanded that since i have more than 1 variable, i need to do a multivariate analysis, such as VAR ( vector autoregressive analysis).

    My data is not suitable for this kind of analysis, since, i got error message that says, "repeated time values in sample".

    i would be thankful if somone could please guide me how i overcome this problem. And i welcome suggestions on wich type of test is the most appropriate one for this kind of analysis.

    I have made a copy of my -dataex- (first time i use this, so please tell me if i made it wrong)
    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input byte code str14 country int date double(ibr debt) long ncountry int qdate float ibrD
    21 "Austria"  16869   2.695  53.1 1 184 0
    21 "Austria"  16961   2.953  53.3 1 185 0
    21 "Austria"  17053   3.301  53.4 1 186 0
    21 "Austria"  17144   3.669  52.9 1 187 0
    21 "Austria"  17234   3.885  53.1 1 188 0
    21 "Austria"  17326   4.138  52.4 1 189 0
    21 "Austria"  17418   4.752  52.4 1 190 0
    21 "Austria"  17509   4.891  52.2 1 191 0
    21 "Austria"  17600   4.497  52.2 1 192 0
    21 "Austria"  17692   4.961  51.8 1 193 0
    21 "Austria"  17784   4.958  52.1 1 194 0
    21 "Austria"  17875   3.428  52.8 1 195 0
    21 "Austria"  17965   1.703  52.6 1 196 0
    21 "Austria"  18057   1.286  53.1 1 197 0
    21 "Austria"  18149    .743  53.9 1 198 0
    21 "Austria"  18240    .715    54 1 199 0
    21 "Austria"  18330    .652  54.3 1 200 0
    21 "Austria"  18422    .715  54.9 1 201 0
    21 "Austria"  18514    .879  54.6 1 202 0
    21 "Austria"  18605   1.029    55 1 203 0
    21 "Austria"  18695   1.179  53.7 1 204 0
    21 "Austria"  18787   1.464  54.1 1 205 0
    21 "Austria"  18879    1.53  53.8 1 206 0
    21 "Austria"  18970   1.437  53.7 1 207 0
    21 "Austria"  19061    .894  53.3 1 208 0
    21 "Austria"  19153    .663  53.2 1 209 0
    21 "Austria"  19245    .265  53.1 1 210 0
    21 "Austria"  19336    .187  52.8 1 211 0
    21 "Austria"  19426    .201  52.2 1 212 0
    21 "Austria"  19518    .203  51.9 1 213 0
    21 "Austria"  19610    .225  52.2 1 214 0
    21 "Austria"  19701    .255  51.8 1 215 0
    21 "Austria"  19791    .299  51.4 1 216 0
    21 "Austria"  19883    .264  51.3 1 217 0
    21 "Austria"  19975    .089  51.5 1 218 0
    21 "Austria"  20066    .082  51.3 1 219 0
    21 "Austria"  20156    .035    52 1 220 0
    21 "Austria"  20248   -.013  51.9 1 221 1
    21 "Austria"  20340   -.035  51.6 1 222 1
    21 "Austria"  20431   -.119  51.6 1 223 1
    21 "Austria"  20522   -.224  51.2 1 224 1
    21 "Austria"  20614   -.262  51.2 1 225 1
    18 "Belgium"  19336   .1896    56 2 211 0
    18 "Belgium"  19426  .20379  56.4 2 212 0
    18 "Belgium"  19518   .2058  57.1 2 213 0
    18 "Belgium"  19610  .22812  57.2 2 214 0
    18 "Belgium"  19701   .2585  57.2 2 215 0
    18 "Belgium"  19791  .30315  57.2 2 216 0
    18 "Belgium"  19883  .26767  57.8 2 217 0
    18 "Belgium"  19975  .09024  57.9 2 218 0
    18 "Belgium"  20066  .08314  58.6 2 219 0
    18 "Belgium"  20156  .03549    59 2 220 0
    18 "Belgium"  20248 -.01318  59.2 2 221 1
    18 "Belgium"  20340 -.03549  59.2 2 222 1
    18 "Belgium"  20431 -.12065  59.4 2 223 1
    18 "Belgium"  20522 -.22711  59.9 2 224 1
    18 "Belgium"  20614 -.26564  60.3 2 225 1
     4 "Bulgaria" 19336    .954  28.7 3 211 0
     4 "Bulgaria" 19426     .82  28.4 3 212 0
     4 "Bulgaria" 19518      .8  28.7 3 213 0
     4 "Bulgaria" 19610     .71    29 3 214 0
     4 "Bulgaria" 19701    .645  29.2 3 215 0
     4 "Bulgaria" 19791    .565  29.4 3 216 0
     4 "Bulgaria" 19883    .577  29.7 3 217 0
     4 "Bulgaria" 19975     .47  29.5 3 218 0
     4 "Bulgaria" 20066     .43  29.3 3 219 0
     4 "Bulgaria" 20156    .368  28.6 3 220 0
     4 "Bulgaria" 20248    .337  28.2 3 221 0
     4 "Bulgaria" 20340    .331  28.1 3 222 0
     4 "Bulgaria" 20431    .312    28 3 223 0
     4 "Bulgaria" 20522    .027  27.5 3 224 0
     4 "Bulgaria" 20614   -.033  27.4 3 225 1
     9 "Croatia"  19061    5.01  42.3 4 208 0
     9 "Croatia"  19153    2.35  42.4 4 209 0
     9 "Croatia"  19245    3.54  41.8 4 210 0
     9 "Croatia"  19336    1.29  41.9 4 211 0
     9 "Croatia"  19426     .94  41.9 4 212 0
     9 "Croatia"  19518    1.04  41.1 4 213 0
     9 "Croatia"  19610    1.65  41.5 4 214 0
     9 "Croatia"  19701     .82  41.2 4 215 0
     9 "Croatia"  19791     .62  41.4 4 216 0
     9 "Croatia"  19883    .645  41.2 4 217 0
     9 "Croatia"  19975     .96  41.3 4 218 0
     9 "Croatia"  20066     .85  41.1 4 219 0
     9 "Croatia"  20156     .89  41.8 4 220 0
     9 "Croatia"  20248     .68  41.3 4 221 0
     9 "Croatia"  20340    1.23  40.5 4 222 0
     9 "Croatia"  20431    1.02  39.9 4 223 0
     9 "Croatia"  20522     .56  37.8 4 224 0
     9 "Croatia"  20614     .55  37.5 4 225 0
     2 "Denmark"  19336    .274 142.7 6 211 0
     2 "Denmark"  19426   .2775 142.1 6 212 0
     2 "Denmark"  19518     .25 141.1 6 213 0
     2 "Denmark"  19610     .27 138.7 6 214 0
     2 "Denmark"  19701     .26 136.4 6 215 0
     2 "Denmark"  19791    .295   136 6 216 0
     2 "Denmark"  19883   .3675 142.5 6 217 0
     2 "Denmark"  19975   .2675 141.6 6 218 0
     2 "Denmark"  20066   .3175 141.6 6 219 0
     2 "Denmark"  20156  -.2125 134.1 6 220 1
    end
    format %tdnn/dd/CCYY date
    format %tq qdate
    label values ncountry ncountry
    label def ncountry 1 "Austria", modify
    label def ncountry 2 "Belgium", modify
    label def ncountry 3 "Bulgaria", modify
    label def ncountry 4 "Croatia", modify
    label def ncountry 6 "Denmark", modify
    Best regards
    Gregg
Working...
X