Run ADF Test, ERROR NO OBSERVATION

[Alan Qiu]

Guys, I'm trying to run ADF test on usacpi on a monthly basis.Image 1 shows the time variable(I've done tsset),second image shows the cpi data for usa, the third is the error:No Observation

[William Lisowski]

You have shown us so little of your process, and have shown pictures rather than text that could be used to reproduce your work in Stata, that we're reduced to guessing.

In this case, you show what is clearly monthly data but stored as if it were daily data. I'd guess that tsset probably tried to tell you that your series had gaps in it, because it's daily with missing days. You will need to convert it from its current form as a Stata Internal Format (SIF) daily date to a SIF monthly date.

Stata's "datetime" variables are complicated and there is a lot to learn. If you have not already read the very detailed Chapter 24 (Working with dates and times) of the Stata User's Guide PDF, do so now. If you have, it's time for a refresher. After that, the help datetime documentation will usually be enough to point the way. You can't remember everything; even the most experienced users end up referring to the help datetime documentation or back to the manual for details. But at least you will get a good understanding of the basics and the underlying principles. An investment of time that will be amply repaid.

All Stata manuals are included as PDFs in the Stata installation (since version 11) and are accessible from within Stata - for example, through the PDF Documentation section of Stata's Help menu.

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