I hope someone could help me with my issue. Although I have gathered all my data to be eligible for panel-data analysis, I have realized that I would need a time series analysis for each country respectively. Is there any command that would either allow me time series regression from panel data or reshape my data such that I would have the Date it is now, but each variable is country-specific, i.e., I could generate a variable chgn2y_1 which is the 2-year change for the country "one"?
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input byte C_ID int Date float(chgn2y chgn10y chgnCESI chng2yr_L1) 1 15734 . . . . 1 15735 .08 .11 -.3 . 1 15736 -.06 -.09 -37 .08 1 15739 .04 .07 .7 -.06 1 15740 -.05 -.07 -5.9 .04 1 15741 -.05 -.05 -.5 -.05 1 15742 -.03 -.02 -.4 -.05 1 15743 -.02 .01 -.4 -.03 1 15746 .06 .1 -1.3 -.02 1 15747 -.01 .04 -.5 .06 1 15748 -.05 -.06 -.4 -.01 1 15749 -.01 -.05 101.9 -.05 1 15750 -.01 .01 -.7 -.01 1 15753 .09 .14 -2.5 -.01 1 15754 -.04 -.06 -.9 .09 1 15755 .01 -.02 -.9 -.04 1 15756 -.05 -.06 -.9 .01 1 15757 -.03 -.03 -1 -.05 1 15760 .06 .04 -3.2 -.03 1 15761 -.08 -.05 -1.2 .06 1 15762 .02 .03 -1.2 -.08 1 15763 -.1 -.09 -1.4 .02 1 15764 .01 .01 -1.5 -.1 1 15767 .02 .01 -5.2 .01 1 15768 -.06 -.07 -38.3 .02 1 15769 -.01 -.03 -14.7 -.06 1 15770 .05 .09 -6.1 -.01 1 15771 .05 .07 -2 .05 1 15774 -.12 -.13 -9.3 .05 1 15775 -.01 -.02 -6.5 -.12 1 15776 .08 .09 -.5 -.01 1 15777 .16 .17 14.6 .08 1 15778 .08 .08 -.5 .16 1 15781 -.08 -.1 -1.7 .08 1 15782 .11 .15 -.6 -.08 1 15783 .06 .08 -.6 .11 1 15784 .06 .11 -.6 .06 1 15785 .01 0 -.7 .06 1 15788 -.03 -.03 -2.1 .01 1 15789 -.05 -.08 -.8 -.03 1 15790 0 0 -.8 -.05 1 15791 -.04 -.06 -.9 0 1 15792 0 .01 -.9 -.04 1 15795 -.08 -.08 -3.1 0 1 15796 -.01 -.05 -14.8 -.08 1 15797 .08 .11 -3.9 -.01 1 15798 0 .01 -1.5 .08 1 15799 .01 .03 -1.7 0 1 15802 .08 .1 -4.7 .01 1 15803 -.06 -.08 -1.9 .08 1 15804 -.06 -.1 -2.3 -.06 1 15805 -.09 -.1 -46.3 -.06 1 15806 .05 .04 -2.3 -.09 1 15809 .06 .06 -11.3 .05 1 15810 .07 .05 -8.7 .06 1 15811 .01 .01 .1 .07 1 15812 -.08 -.12 .2 .01 1 15817 .04 .02 1.2 -.08 1 15818 .05 .08 .4 .04 1 15819 -.07 -.07 .5 .05 1 15823 -.12 -.11 4 -.07 1 15824 .08 .09 2.5 -.12 1 15825 0 -.02 4.7 .08 1 15826 -.07 -.07 -.9 0 1 15827 .01 0 2.7 -.07 1 15830 .1 .1 -1.6 .01 1 15831 -.03 -.06 -.4 .1 1 15832 -.07 -.11 -2.4 -.03 1 15833 -.04 -.09 -26.3 -.07 1 15834 .08 .05 -3.5 -.04 1 15837 -.03 -.04 -18.8 .08 1 15838 .02 .02 -15 -.03 1 15839 .04 .03 .8 .02 1 15840 -.04 -.06 .8 .04 1 15841 .05 .05 .8 -.04 1 15844 -.1 -.18 2.8 .05 1 15845 .03 .04 1.1 -.1 1 15846 -.04 -.06 1.1 .03 1 15847 .03 .04 1.2 -.04 1 15848 -.04 -.07 1.3 .03 1 15851 -.02 0 4.6 -.04 1 15852 -.04 -.04 1.9 -.02 1 15853 .04 .09 2.2 -.04 1 15854 -.02 -.02 -30.9 .04 1 15855 -.01 -.03 10.6 -.02 1 15858 .06 .07 14.6 -.01 1 15859 -.01 .02 .8 .06 1 15860 -.08 -.08 -6.7 -.01 1 15861 .02 .02 .1 -.08 1 15862 -.19 -.1 0 .02 1 15866 -.07 -.05 -2.7 -.19 1 15867 -.07 -.1 .7 -.07 1 15868 .01 0 16.7 -.07 1 15869 -.04 -.04 .7 .01 1 15872 0 -.02 2.3 -.04 1 15873 .07 .1 .8 0 1 15874 .06 .08 .9 .07 1 15875 -.05 .01 .9 .06 1 15876 .04 .04 1 -.05 1 15879 0 0 3.3 .04 end format %td Date
Any hints are appreciated! Thank you very much!
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