Hi all,

I have a panel data of Molecules observed in quarters in each country a follows:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str43 Molecule str25 Country str6 quarter float price
"ACARBOSE" "USA"       "2009Q3"  .50231564
"ACARBOSE" "USA"       "2009Q4"   .4874912
"ACARBOSE" "USA"       "2010Q1"   .4770521
"ACARBOSE" "USA"       "2010Q2"   .4875303
"ACARBOSE" "USA"       "2010Q3"   .4768316
"ACARBOSE" "USA"       "2010Q4"   .4724915
"ACARBOSE" "USA"       "2011Q1"    .432361
"ACARBOSE" "USA"       "2011Q2"    .343401
"ACARBOSE" "USA"       "2011Q3"   .3217038
"ACARBOSE" "USA"       "2011Q4"   .3575658
"ACARBOSE" "USA"       "2012Q1"   .4125618
"ACARBOSE" "USA"       "2012Q2"  .41707945
"ACARBOSE" "USA"       "2012Q3"   .4221916
"ACARBOSE" "USA"       "2012Q4"   .4094569
"ACARBOSE" "USA"       "2013Q1"   .4796126
"ACARBOSE" "USA"       "2013Q2"   .4063689
"ACARBOSE" "USA"       "2013Q3"   .4195274
"ACARBOSE" "USA"       "2013Q4"   .3860192
"ACARBOSE" "USA"       "2014Q1"   .3565457
"ACARBOSE" "USA"       "2014Q2"   .3211977
"ACARBOSE" "USA"       "2014Q3"  .23698913
"ACARBOSE" "USA"       "2014Q4"  .21697176
"ACARBOSE" "USA"       "2015Q1"   .2028637
"ACARBOSE" "USA"       "2015Q2"   .1977485
"ACARBOSE" "USA"       "2015Q3"   .1962332
"ACARBOSE" "USA"       "2015Q4"  .19698873
"ACARBOSE" "USA"       "2016Q1"   .1937077
"ACARBOSE" "USA"       "2016Q2"  .22710665
"ACARBOSE" "USA"       "2016Q3"   .2578933
"ACARBOSE" "USA"       "2016Q4"    .232149
"ACARBOSE" "USA"       "2017Q1"  .20852312
"ACARBOSE" "USA"       "2017Q2"   .1780195
"ACARBOSE" "USA"       "2017Q3"  .28630435
"ACARBOSE" "USA"       "2017Q4"  .29166666
"ACARBOSE" "USA"       "2018Q1"  .15333334
"ACARBOSE" "USA"       "2018Q2"       .135
"ACARBOSE" "USA"       "2018Q4"  .29102647
"ACARBOSE" "USA"       "2019Q1"   .2792701
"ACARBOSE" "USA"       "2019Q2"  .28481925
"ACARBOSE" "USA"       "2019Q3"   .3157352
"ACARBOSE" "USA"       "2019Q4"    .338992
"ACARBOSE" "USA"       "2020Q1"    .336208
"ACARBOSE" "USA"       "2020Q2"  .21078715
"ACARBOSE" "USA"       "2020Q3"  .18383566
"ACARBOSE" "ALGERIA"   "2008Q4"   .0915813
"ACARBOSE" "ALGERIA"   "2009Q1"  .09116877
"ACARBOSE" "ALGERIA"   "2009Q2"   .0908119
"ACARBOSE" "ALGERIA"   "2009Q3"  .09168088
"ACARBOSE" "ALGERIA"   "2009Q4"  .08989435
"ACARBOSE" "ALGERIA"   "2010Q1"  .09826082
"ACARBOSE" "ALGERIA"   "2010Q2"   .0909267
"ACARBOSE" "ALGERIA"   "2010Q3"  .08828072
"ACARBOSE" "ALGERIA"   "2010Q4"  .09274013
"ACARBOSE" "ALGERIA"   "2011Q1"   .0949277
"ACARBOSE" "ALGERIA"   "2011Q2"  .09498253
"ACARBOSE" "ALGERIA"   "2011Q3"  .09501212
"ACARBOSE" "ALGERIA"   "2011Q4"   .0950949
"ACARBOSE" "ALGERIA"   "2012Q1"  .09470949
"ACARBOSE" "ALGERIA"   "2012Q2"  .09445049
"ACARBOSE" "ALGERIA"   "2012Q3"  .09294263
"ACARBOSE" "ALGERIA"   "2012Q4"  .09171835
"ACARBOSE" "ALGERIA"   "2013Q1"  .09141661
"ACARBOSE" "ALGERIA"   "2013Q2"  .09157669
"ACARBOSE" "ALGERIA"   "2013Q3"  .09248068
"ACARBOSE" "ALGERIA"   "2013Q4"    .094823
"ACARBOSE" "ALGERIA"   "2014Q1"  .09669304
"ACARBOSE" "ALGERIA"   "2014Q2"  .09807047
"ACARBOSE" "ALGERIA"   "2014Q3"  .09940286
"ACARBOSE" "ALGERIA"   "2014Q4"  .09915315
"ACARBOSE" "ALGERIA"   "2015Q1"  .09802078
"ACARBOSE" "ALGERIA"   "2015Q2"  .08717025
"ACARBOSE" "ALGERIA"   "2015Q3"  .07984758
"ACARBOSE" "ALGERIA"   "2015Q4"   .0846488
"ACARBOSE" "ALGERIA"   "2016Q1"  .08117274
"ACARBOSE" "ALGERIA"   "2016Q2"  .08338719
"ACARBOSE" "ALGERIA"   "2016Q3"  .08086523
"ACARBOSE" "ALGERIA"   "2016Q4"  .07539248
"ACARBOSE" "ALGERIA"   "2017Q1"  .07282107
"ACARBOSE" "ALGERIA"   "2017Q2" .073664255
"ACARBOSE" "ALGERIA"   "2017Q3"  .07637967
"ACARBOSE" "ALGERIA"   "2017Q4"  .08099152
"ACARBOSE" "ALGERIA"   "2018Q1"  .08105969
"ACARBOSE" "ALGERIA"   "2018Q2"  .08091453
"ACARBOSE" "ALGERIA"   "2018Q3"  .08097219
"ACARBOSE" "ALGERIA"   "2019Q1"   .0771693
"ACARBOSE" "ARGENTINA" "2008Q4" .006936396
"ACARBOSE" "ARGENTINA" "2009Q1" .006952586
"ACARBOSE" "ARGENTINA" "2009Q2" .006900744
"ACARBOSE" "ARGENTINA" "2009Q3" .007200366
"ACARBOSE" "ARGENTINA" "2009Q4" .007663018
"ACARBOSE" "ARGENTINA" "2010Q1" .007725305
"ACARBOSE" "ARGENTINA" "2010Q2" .007860949
"ACARBOSE" "ARGENTINA" "2010Q3" .007900286
"ACARBOSE" "ARGENTINA" "2010Q4" .008066349
"ACARBOSE" "ARGENTINA" "2011Q1" .008034721
"ACARBOSE" "ARGENTINA" "2011Q2" .008584542
"ACARBOSE" "ARGENTINA" "2011Q3" .008806071
"ACARBOSE" "ARGENTINA" "2011Q4" .008996264
"ACARBOSE" "ARGENTINA" "2012Q1" .009210465
"ACARBOSE" "ARGENTINA" "2012Q2" .009458473
end
I would like to compute the country-specific time trends of prices for each molecule in each country. So, for instance, I would like to see whether the price has on average a negative (positive) trend in the observed quarters for ACARBOSE in USSA, for ACARBOSE in ALGERIA and so on... In particular, the desired result should be something like an OLS coefficient. My guess is to do something like ARIMA model but I am not sure.
Can you please help me out on this?