I am working on inflation time series data. I have Yearly and Monthly data but cannot do tset because both the yearly and monthly data are repeated i.e. there are 12 values of 2001 for the 12 months and the months repeat themselves for all the years, and the data is in string not numeric form. How can I get one variable that combines the monthly and yearly data for the use of tset i.e. a variable that says 2001m1 for January 2001 and 2005m6 for June 2006 and so on.
Help would be much appreciated