Greetings,
I'm running Stata 14 with Time Series data from the American National Election Studies 2016 survey. I'd like to test an OLS regression model for autocorrelation. What confuses me is that there are two time variables which store the respondent interview dates--one for the first wave of the survey (Sept-Nov 2016) and one for the second (Nov 2016-January 2017). I know that I have to use xtset to define the data as a time series, but the syntax I've seen here specifies the use of a single time variable. Do I need to combine the two time variables into one? Or how should I approach this?
Thanks!
I'm running Stata 14 with Time Series data from the American National Election Studies 2016 survey. I'd like to test an OLS regression model for autocorrelation. What confuses me is that there are two time variables which store the respondent interview dates--one for the first wave of the survey (Sept-Nov 2016) and one for the second (Nov 2016-January 2017). I know that I have to use xtset to define the data as a time series, but the syntax I've seen here specifies the use of a single time variable. Do I need to combine the two time variables into one? Or how should I approach this?
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str8 V164002 str31 V165002 "20161011" "20161208" "20161024" "20161128" "20161023" "20161112" "20161022" "20161116" "20160928" "20161130" "20160920" "20161212" "20161031" "20161204" "20161024" "20161123" "20161101" "20161117" "20160927" "20161206" "20161015" "-6. No post-election interview" "20161016" "-6. No post-election interview" "20160913" "20161115" "20160909" "20161115" "20160909" "20161112" "20160923" "20161130" "20160923" "20161209" "20161026" "20161116" "20161103" "20161128" "20160908" "20161115" "20161029" "20161209" "20160915" "20170108" "20161003" "20161129" "20160912" "20161207" "20161016" "20161119" "20161009" "20161211" "20161101" "20161217" "20160910" "20161119" "20160917" "20161115" "20161030" "20161118" "20161022" "20161123" "20160916" "-6. No post-election interview" "20160909" "20161118" "20160912" "20161122" "20160908" "20161116" "20161023" "20161119" "20161004" "-6. No post-election interview" "20160922" "20161218" "20160923" "20161118" "20160927" "20161207" "20161104" "20161122" "20161014" "20161121" "20161008" "20161217" "20161025" "20161122" "20160923" "20161115" "20160915" "20161122" "20161006" "20161205" "20161106" "20161116" "20160910" "20161214" "20161105" "-6. No post-election interview" "20160914" "-6. No post-election interview" "20161018" "20161121" "20161026" "-6. No post-election interview" "20160912" "20161227" "20160921" "20161120" "20161104" "20161230" "20160914" "20161213" "20160912" "20161122" "20161023" "20161126" "20160914" "20161212" "20161010" "20161230" "20160909" "20161111" "20160924" "20161117" "20160908" "20161130" "20161004" "-6. No post-election interview" "20161010" "-6. No post-election interview" "20161106" "20161121" "20161023" "20161205" "20161021" "20161110" "20160917" "20161119" "20160912" "20161116" "20160913" "20161128" "20161025" "20161121" "20161022" "20161117" "20161019" "20161116" "20160916" "20161118" "20160917" "20161126" "20161015" "20161205" "20160909" "20161114" "20161021" "20161229" "20160912" "-6. No post-election interview" "20160914" "20161115" "20160920" "20161219" "20160926" "20161123" "20161024" "20161121" "20160909" "20161206" "20160927" "20161202" "20160924" "20161112" "20161030" "20161121" "20160922" "-6. No post-election interview" "20160911" "-6. No post-election interview" "20161103" "20161119" "20161018" "-6. No post-election interview" "20160926" "20161121" "20161002" "20161210" "20161016" "20161129" "20161107" "-6. No post-election interview" "20161010" "-6. No post-election interview" "20161005" "20161207" "20161102" "20161207" end
Thanks!
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