Hello all,
I have a panel data, and this is part of my data:
------------------ copy up to and including the previous line ------------------
Listed 100 out of 39897 observations
Use the count() option to list more
[/CODE]
and when I used the pvar,
I receive an error that"
but I cannot underestand what could be the issue, becuase then I am not able also to estimate the "pvarif"
I am using stata 18, can anyone help with this please?
best regards,
I have a panel data, and this is part of my data:
Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input float(avgretn nratio2 dgdpn exogenous3) double weo_code str8 iso_code int year2
. 0 . . 111 "USA" 1952
. .00012883278 . . 111 "USA" 1952
. 0 . . 111 "USA" 1952
. . . . 111 "USA" 1952
. .00016489405 . . 111 "USA" 1953
. 0 . . 111 "USA" 1953
. .00012584949 . . 111 "USA" 1953
. 0 . . 111 "USA" 1953
. .0002940888 . . 111 "USA" 1954
. .00013395847 . . 111 "USA" 1954
. .00013835086 . . 111 "USA" 1954
. .00020693224 . . 111 "USA" 1954
. 0 . . 111 "USA" 1955
. .0002308669 . . 111 "USA" 1955
. 0 . . 111 "USA" 1955
. .00018477457 . . 111 "USA" 1955
. .00020826825 . . 111 "USA" 1956
. .00008961376 . . 111 "USA" 1956
. 0 . . 111 "USA" 1956
. .0004084411 . . 111 "USA" 1956
. 0 . . 111 "USA" 1957
. 0 . . 111 "USA" 1957
. .00024984384 . . 111 "USA" 1957
. .0002845355 . . 111 "USA" 1957
. 0 . . 111 "USA" 1958
. 0 . . 111 "USA" 1958
. 0 . . 111 "USA" 1958
. 0 . . 111 "USA" 1958
. .00011672697 . . 111 "USA" 1959
. 0 . . 111 "USA" 1959
. .00025863183 . . 111 "USA" 1959
. .00009908839 . . 111 "USA" 1959
. .0003030915 . . 111 "USA" 1960
. 0 . . 111 "USA" 1960
. .00049194443 . . 111 "USA" 1960
. 0 . . 111 "USA" 1960
. .00012417733 . . 111 "USA" 1961
. .0002311337 . . 111 "USA" 1961
. .00010802636 . . 111 "USA" 1961
. .0002279722 . . 111 "USA" 1961
. 0 . . 111 "USA" 1962
. .000451957 . . 111 "USA" 1962
. .0001924372 . . 111 "USA" 1962
. 0 . . 111 "USA" 1962
. .00008862891 . . 111 "USA" 1963
. .0001758551 . . 111 "USA" 1963
. .0002156102 . . 111 "USA" 1963
. .0003239041 . . 111 "USA" 1963
. .00011726079 . . 111 "USA" 1964
. 0 . . 111 "USA" 1964
. 0 . . 111 "USA" 1964
. .00012365525 . . 111 "USA" 1964
. .0002953919 . . 111 "USA" 1965
. .0004582951 . . 111 "USA" 1965
. .00011683608 . . 111 "USA" 1965
. .0001888396 . . 111 "USA" 1965
. . . . 111 "USA" 1966
. .0006046994 . . 111 "USA" 1966
. .00018749414 . . 111 "USA" 1966
. 0 . . 111 "USA" 1966
. 0 . . 111 "USA" 1967
. 0 . . 111 "USA" 1967
. 0 . . 111 "USA" 1967
. .0002659103 . . 111 "USA" 1967
. .0002646728 . . 111 "USA" 1968
. .00008034064 . . 111 "USA" 1968
. .00014940983 . . 111 "USA" 1968
. .00018261505 . . 111 "USA" 1968
. .00007753741 . . 111 "USA" 1969
. 0 . . 111 "USA" 1969
. .00022775585 . . 111 "USA" 1969
. .0000843953 . . 111 "USA" 1969
. 0 . . 111 "USA" 1970
. .00006239081 . . 111 "USA" 1970
. 0 . . 111 "USA" 1970
-.0151849 .00008963786 . . 111 "USA" 1970
.0166328 .00009817396 . . 111 "USA" 1971
.0675503 .00007975117 . . 111 "USA" 1971
.0285109 .0001177163 . . 111 "USA" 1971
.017574 .00011508804 . . 111 "USA" 1971
.0080074 0 . . 111 "USA" 1972
.0113094 .00009334453 . . 111 "USA" 1972
.0214178 0 . . 111 "USA" 1972
.0279394 0 . . 111 "USA" 1972
-.001341 0 . . 111 "USA" 1973
-.021368 0 . . 111 "USA" 1973
-.0226031 0 . . 111 "USA" 1973
-.0685547 .0000897666 . . 111 "USA" 1973
-.0674987 0 . . 111 "USA" 1974
-.073909 0 . . 111 "USA" 1974
-.1618224 .00008806693 . . 111 "USA" 1974
-.1172487 .0001971026 . . 111 "USA" 1974
-.0543758 .0003223311 . . 111 "USA" 1975
.0029497 .00008007688 . . 111 "USA" 1975
.050379 .00007959882 . . 111 "USA" 1975
.0517863 0 . . 111 "USA" 1975
.037594 0 . . 111 "USA" 1976
.0083044 0 . . 111 "USA" 1976
.0433717 .00007895776 . . 111 "USA" 1976
.0319245 .00028068206 . . 111 "USA" 1976
end
Listed 100 out of 39897 observations
Use the count() option to list more
[/CODE]
and when I used the pvar,
Code:
pvar avgretn nratio2 dgdpn , lag (4) td
Code:
pvar avgretn nratio2 dgdpn , lag (4) td
Panel vector autoregresssion
GMM Estimation
Final GMM Criterion Q(b) = 9.23e-34
Initial weight matrix: Identity
GMM weight matrix: Robust
No. of obs = 5325
No. of panels = 49
Ave. no. of T = 108.673
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
avgretn |
avgretn |
L1. | .8019192 .0217439 36.88 0.000 .759302 .8445364
L2. | .0116851 .029271 0.40 0.690 -.0456851 .0690552
L3. | .0299307 .0293972 1.02 0.309 -.0276868 .0875482
L4. | -.2560958 .020603 -12.43 0.000 -.2964768 -.2157147
|
nratio2 |
L1. | 2.649041 3.362449 0.79 0.431 -3.941237 9.23932
L2. | -.1560261 3.19607 -0.05 0.961 -6.420208 6.108156
L3. | 1.130307 3.347229 0.34 0.736 -5.430142 7.690756
L4. | -4.839569 3.143047 -1.54 0.124 -10.99983 1.32069
|
dgdpn |
L1. | .138348 .041417 3.34 0.001 .0571721 .2195239
L2. | -.1157148 .0467172 -2.48 0.013 -.2072787 -.0241508
L3. | -.0406207 .0514862 -0.79 0.430 -.1415318 .0602903
L4. | .1160176 .0393473 2.95 0.003 .0388983 .1931369
-------------+----------------------------------------------------------------
nratio2 |
avgretn |
L1. | -.0002359 .000063 -3.75 0.000 -.0003592 -.0001125
L2. | .0001149 .0000818 1.40 0.160 -.0000455 .0002753
L3. | -.0000419 .0000764 -0.55 0.584 -.0001916 .0001078
L4. | -.0000383 .0000589 -0.65 0.515 -.0001537 .000077
|
nratio2 |
L1. | .2923819 .0259934 11.25 0.000 .2414358 .343328
L2. | .0672324 .0204042 3.30 0.001 .0272409 .1072239
L3. | .0607955 .0216976 2.80 0.005 .0182691 .103322
L4. | -.0016417 .0198761 -0.08 0.934 -.0405982 .0373148
|
dgdpn |
L1. | .0000797 .0001329 0.60 0.549 -.0001808 .0003402
L2. | -.0000435 .0001768 -0.25 0.806 -.00039 .000303
L3. | .0000936 .0001761 0.53 0.595 -.0002516 .0004388
L4. | -.0000292 .0001324 -0.22 0.825 -.0002888 .0002304
-------------+----------------------------------------------------------------
dgdpn |
avgretn |
L1. | .0708097 .0115808 6.11 0.000 .0481118 .0935076
L2. | -.022703 .0148858 -1.53 0.127 -.0518787 .0064727
L3. | -.0187103 .0119152 -1.57 0.116 -.0420637 .0046431
L4. | .0084739 .010103 0.84 0.402 -.0113275 .0282754
|
nratio2 |
L1. | -.0931702 1.71911 -0.05 0.957 -3.462564 3.276224
L2. | -3.280762 1.795207 -1.83 0.068 -6.799303 .2377798
L3. | -2.386316 1.765932 -1.35 0.177 -5.847478 1.074847
L4. | -4.181825 2.034563 -2.06 0.040 -8.169494 -.1941552
|
dgdpn |
L1. | .8129471 .0445159 18.26 0.000 .7256976 .9001966
L2. | .0441097 .0409667 1.08 0.282 -.0361837 .124403
L3. | .0406892 .0474985 0.86 0.392 -.0524062 .1337846
L4. | -.1838442 .0410275 -4.48 0.000 -.2642567 -.1034317
------------------------------------------------------------------------------
Instruments : l(1/4).(avgretn nratio2 dgdpn)
invalid syntax
r(198);
end of do-file
r(198);
Code:
pvarirf, mc (100) level (90) oirf impulse(nratio2) response (dgdpn) cumulative porder(avgretn nratio2 dgdpn) step(15) table save (newbaseline)
Code:
. pvarirf, mc (100) level (90) oirf impulse(nratio2) response (dgdpn) cumulative porder(avgretn nratio2 dgdpn) st > ep(15) table save (newbaseline) type mismatch r(109); end of do-file r(109);
best regards,
