Dear all,

I have monthly grain prices of a county in ancient China. However, the archive does not include price very completely. The dataset is shown below. I used

xtset YEAR MONTH
tsfill,full

to expand the time.

I want to use fixed effect of year and month to fill the blanks. The idea is

xi: reg PRICE i.YEAR i.MONTH, fillin

But Stata says "fillin option not allowed"

I want to know how I can fill in the blanks based on time fixed effect. Thank you very much for your advice!


Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input int YEAR byte MONTH double PRICE_IN_SILVER
1866  1  .4000000059605
1866  2               .
1866  3               .
1866  4  .4000000059605
1866  5               .
1866  6  .4000000059605
1866  7               .
1866  8  .3000000119209
1866  9  .3199999928474
1866 10               .
1866 11  .3000000119209
1866 12  .3000000119209
1867  1  .3000000119209
1867  2  .3000000119209
1867  3               .
1867  4               .
1867  5  .3000000119209
1867  6               .
1867  7  .3000000119209
1867  8               .
1867  9               .
1867 10               .
1867 11               .
1867 12               .
1868  1               .
1868  2               .
1868  3               .
1868  4  .3600000143051
1868  5               .
1868  6  .3600000143051
1868  7               .
1868  8  .4000000059605
1868  9               .
1868 10              .5
1868 11               .
1868 12  .3600000143051
1869  1               .
1869  2               .
1869  3               .
1869  4  .3600000143051
1869  5  .3600000143051
1869  6  .3600000143051
1869  7  .4799999892712
1869  8               .
1869  9  .7799999713898
1869 10  .9200000166893
1869 11               .
1869 12  .9800000190735
1870  1               .
1870  2  .9800000190735
1870  3               .
1870  4 1.1299999952316
1870  5               .
1870  6 1.1299999952316
1870  7               .
1870  8 1.1299999952316
1870  9               .
1870 10 1.1799999475479
1870 11 1.1299999952316
1870 12               .
1871  1               .
1871  2               .
1871  3               .
1871  4 1.2300000190735
1871  5               .
1871  6               .
1871  7 1.1200000047684
1871  8               .
1871  9               .
1871 10 1.3500000238419
1871 11               .
1871 12               .
1872  1               .
1872  2               .
1872  3            1.25
1872  4               .
1872  5               .
1872  6               .
1872  7               .
1872  8               .
1872  9               .
1872 10               .
1872 11               .
1872 12               .
1873  1               .
1873  2               .
1873  3              .5
1873  4              .5
1873  5               .
1873  6  .4099999964237
1873  7               .
1873  8   .589999973774
1873  9  .5400000214577
1873 10  .5600000023842
1873 11               .
1873 12  .5799999833107
1874  1               .
1874  2  .6200000047684
1874  3  .6800000071526
1874  4  .6800000071526
end