Varsoc no observations error

[Isidore Matongo]

Hi i'm hoping someone can help me fix this issue:

i tried executing the varsoc command on the following variables:

varsoc Portfolio1 VIX NFCI Googletrend Net_sentiment_score FearGreedindex

I'm unable to find out why this error message occurs when all the variables are there, which i've attached.

i Really hope someone can provide some assistance

Kind regard
Isidore

[Nick Cox]

I have never used varsoc and (as explained in FAQ Advice #12) a screenshot of your data is not as helpful as you hope, being inferior to using dataex as requested.

But here is a guess.

You have weekly data specified through daily dates. If you told Stata that date is your time variable then for example, nothing can be said about lags 1 to 6, or 8 to 13, and so on -- because you have no data for any lags but multiples of 7.

So, use the option delta(7) in declaring your time variable.

[Isidore Matongo]

Hi Nick,

Thanks for the advice, i'll try look into it.