Dear All,

Thanks in advance! I was running a Vector Autoregressive Model (VAR) with time-series data (1997m1 - 2019m12). In order to perform my analysis, I have to split my data into 2 periods (From 1997m1 to 2014m5) and (From 2014m6 to 2019m12) in order to do that I was using the following codes and getting these messages.

. var inflation ln_imaep ln_fx ln_psoy ln_poil ln_m1 tcp, lags(1/3) if tin(1997m1, 2014m5)
option if not allowed
r(198);

.
. var inflation ln_imaep ln_fx ln_psoy ln_poil ln_m1 tcp, lags(1/3) tin(1997m1, 2014m5)
option tin() not allowed
r(198);

. var inflation ln_imaep ln_fx ln_psoy ln_poil ln_m1 tcp, lags(1/3) range(1997m1,2011m4)
option range() not allowed

I would appreciate any help!