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)
Best regards
Gregg
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
Gregg
