repeated time values in sample

[Omar Camara]

I am trying to use vector autogression (VAR) and my panel data is strongly balance, but when i tried to run the following regression: var rgdp wacrisk pdebt, lags(1/2), i got this error message "repeated time values in sample r(451). I check my data and there is no duplicate. How do i solve this problem?

[William Lisowski]

Welcome to Statalist.

The var command is intended for analysis of time series data rather than panel data. Your panel data in effect consists of multiple time series, one for each panel.