Thursday, January 31, 2019

How to declare weekly data as time series data in Stata 15

Dear All
I want to use time series data on a weekly basis. When I try, I get the error "repeated time values in sample"

I have used the following commands

replace Date = wofd(Date)
(522 real changes made)

. format %tw Date

. tset Date
repeated time values in sample
r(451);


Please someone help on how to resolve this . I want to panel data /time series analysis for VAR or ARCH Models

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