I am following certain accounting models to estimate measures of financial reporting quality. I have to run a cross-sectional regression for each year and industry. The residuals from that equation are then extracted. The model looks like as follows:

Working Capital Change (t) = Cash Flow (t-1) + Cash Flow (t) + Cash Flow (t+1)

I try to run my regression using this code:

by time industry, sort : regress Working_Capital L1.Cash_Flow Cash_Flow F1.Cash_Flow

I get the error:

-> time = 2003, industry = Financials
not sorted
r(5);

So far I have encountered no problem in running any kind of year-industry cross-sectional regressions but not sure why getting this error for this particular model. Please help. Following is my sample data:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int time str22 firmid_time float(Working_Capital Cash_Flow) long(firmid industry)
2010 "0876711D LN Equity2010"         .  .0116214  1  3
2011 "0876711D LN Equity2011"         .  .4808342  1  3
2005 "1218069D LN Equity2005" -.0837562  .2320575  2  7
2006 "1218069D LN Equity2006"  .0725541  .3132595  2  7
2007 "1218069D LN Equity2007" -.0636922  .0447656  2  7
2008 "1218069D LN Equity2008"  .1583379   .174898  2  7
2009 "1218069D LN Equity2009"  .0083617  .0979778  2  7
2010 "1218069D LN Equity2010"  .0211161   .114875  2  7
2011 "1218069D LN Equity2011" -.0058695  .1904697  2  7
2008 "1334987D LN Equity2008"  .1507705   .059889  3  4
2009 "1334987D LN Equity2009" -.1790414  .1588346  3  4
2010 "1334987D LN Equity2010"  .0493072 -.0484923  3  4
2005 "1561649D LN Equity2005" -.0543373 -.0856612  4  8
2006 "1561649D LN Equity2006" -.0198585  .3446159  4  8
2008 "1561649D LN Equity2008"         .         .  4  8
2009 "1561649D LN Equity2009"   .055356   .207237  4  8
2010 "1561649D LN Equity2010" -.2488663  .1168646  4  8
2011 "1561649D LN Equity2011"  .0365924  .0681397  4  8
2012 "1561649D LN Equity2012" -.0026056  .1955632  4  8
2013 "1561649D LN Equity2013"  .0721054  .1905114  4  8
2014 "1561649D LN Equity2014"   .009598  .2175281  4  8
2009 "1638414D LN Equity2009"  .0120353  .0618803  5  8
2010 "1638414D LN Equity2010" -.1701783  .0821014  5  8
2011 "1638414D LN Equity2011"  .1824905  .1499038  5  8
2012 "1638414D LN Equity2012" -.0806033  .1632631  5  8
2013 "1638414D LN Equity2013"  .0052654  .1488947  5  8
2008 "1655637D LN Equity2008"         .  .0738092  6  4
2009 "1655637D LN Equity2009"         .  .0785614  6  4
2010 "1655637D LN Equity2010"         .  .0281156  6  4
2011 "1655637D LN Equity2011"         .  .0440912  6  4
2012 "1655637D LN Equity2012"         . -.0091816  6  4
2013 "1655637D LN Equity2013"         .  .0216734  6  4
2014 "1655637D LN Equity2014"         .  .0498851  6  4
2006 "3572335Q LN Equity2006" -.0247408  .1234333  7  3
2007 "3572335Q LN Equity2007"   .012937  .1029526  7  3
2008 "3572335Q LN Equity2008" -.0003566 -.0124822  7  3
2007 "8190169Q LN Equity2007" -.0842475  .0695495  8 10
2008 "8190169Q LN Equity2008" -.0081827  .0431299  8 10
2009 "8190169Q LN Equity2009" -.0124594  .0520247  8 10
2010 "8190169Q LN Equity2010"  .0513056   .048758  8 10
2007 "9408593Q LN Equity2007" -.0584078  .1321769  9  6
2008 "9408593Q LN Equity2008" -.1135363  .1497753  9  6
2014 "AA/ LN Equity2014"      -.0063207  .0804459 10  6
2015 "AA/ LN Equity2015"      -.0188968   .104188 10  6
2016 "AA/ LN Equity2016"      -.0115068  .1112329 10  6
2017 "AA/ LN Equity2017"      -.0021075  .0953635 10  6
2005 "AAL LN Equity2005"       .0048643   .120559 11  1
2006 "AAL LN Equity2006"       .0084024     .1582 11  1
2007 "AAL LN Equity2007"      -.1000796  .1507863 11  1
2008 "AAL LN Equity2008"      -.0704839   .170122 11  1
2009 "AAL LN Equity2009"       .1659496  .0721782 11  1
2010 "AAL LN Equity2010"      -.0075833  .1265362 11  1
2011 "AAL LN Equity2011"      -.0073962  .1335964 11  1
2012 "AAL LN Equity2012"        .011209  .0748461 11  1
2013 "AAL LN Equity2013"       .0022619  .0768035 11  1
2014 "AAL LN Equity2014"       .0107637  .0763718 11  1
2015 "AAL LN Equity2015"      -.0037873  .0495077 11  1
2016 "AAL LN Equity2016"      -.0149578  .0909196 11  1
2017 "AAL LN Equity2017"      -.0065206  .1529841 11  1
2018 "AAL LN Equity2018"       .0068364  .1256025 11  1
2005 "ABF LN Equity2005"      -.0838311  .1120494 12  2
2006 "ABF LN Equity2006"      -.0074111  .0678524 12  2
2007 "ABF LN Equity2007"       .0483672  .1018176 12  2
2008 "ABF LN Equity2008"       .0127507  .0716332 12  2
2009 "ABF LN Equity2009"      -.0463747  .0932401 12  2
2010 "ABF LN Equity2010"       .0328794  .1223292 12  2
2011 "ABF LN Equity2011"      -.0133506  .0707364 12  2
2012 "ABF LN Equity2012"       .0068614  .1130171 12  2
2013 "ABF LN Equity2013"       .0191406  .1162109 12  2
2014 "ABF LN Equity2014"      -.0161943  .1338924 12  2
2015 "ABF LN Equity2015"       .0127005  .1115355 12  2
2016 "ABF LN Equity2016"       .0135043   .125159 12  2
2017 "ABF LN Equity2017"      -.0103727  .1458333 12  2
2018 "ABF LN Equity2018"       .0018735  .1094457 12  2
2010 "ACA LN Equity2010"       .3212871  .1459229 13  1
2011 "ACA LN Equity2011"       .0081743  .1702442 13  1
2012 "ACA LN Equity2012"       .0054695  .0815711 13  1
2013 "ACA LN Equity2013"      -.0303554  .0561305 13  1
2014 "ACA LN Equity2014"       -.003637  .1190502 13  1
2015 "ACA LN Equity2015"      -.0324888  .0605652 13  1
2016 "ACA LN Equity2016"      -.0255682  .1364426 13  1
2017 "ACA LN Equity2017"      -.0176201 -.0091791 13  1
2007 "ADM LN Equity2007"              .  .1149488 14  4
2008 "ADM LN Equity2008"              .  .1362829 14  4
2009 "ADM LN Equity2009"              .   .223668 14  4
2010 "ADM LN Equity2010"              .   .179803 14  4
2011 "ADM LN Equity2011"              .  .1074885 14  4
2012 "ADM LN Equity2012"              .  .0842862 14  4
2013 "ADM LN Equity2013"              .  .0727171 14  4
2014 "ADM LN Equity2014"              .  .0518165 14  4
2015 "ADM LN Equity2015"              .  .0773437 14  4
2016 "ADM LN Equity2016"              .  .1002046 14  4
2017 "ADM LN Equity2017"              .  .0683632 14  4
2018 "ADM LN Equity2018"              .  .0314212 14  4
2007 "ADN LN Equity2007"       .0467431  -.013448 15  4
2008 "ADN LN Equity2008"       .0722687  .0283481 15  4
2009 "ADN LN Equity2009"      -.1285712  .0071969 15  4
2010 "ADN LN Equity2010"       .0131214  .0691271 15  4
2011 "ADN LN Equity2011"       .0765588  .1164431 15  4
2012 "ADN LN Equity2012"      -.4430586   .127776 15  4
end
label values firmid n_fid
label def n_fid 1 "0876711D LN Equity", modify
label def n_fid 2 "1218069D LN Equity", modify
label def n_fid 3 "1334987D LN Equity", modify
label def n_fid 4 "1561649D LN Equity", modify
label def n_fid 5 "1638414D LN Equity", modify
label def n_fid 6 "1655637D LN Equity", modify
label def n_fid 7 "3572335Q LN Equity", modify
label def n_fid 8 "8190169Q LN Equity", modify
label def n_fid 9 "9408593Q LN Equity", modify
label def n_fid 10 "AA/ LN Equity", modify
label def n_fid 11 "AAL LN Equity", modify
label def n_fid 12 "ABF LN Equity", modify
label def n_fid 13 "ACA LN Equity", modify
label def n_fid 14 "ADM LN Equity", modify
label def n_fid 15 "ADN LN Equity", modify
label values industry n_ind
label def n_ind 1 "Basic Materials", modify
label def n_ind 2 "Consumer Goods", modify
label def n_ind 3 "Consumer Services", modify
label def n_ind 4 "Financials", modify
label def n_ind 6 "Industrials", modify
label def n_ind 7 "Oil & Gas", modify
label def n_ind 8 "Technology", modify
label def n_ind 10 "Utilities", modify