Hello everyone,

I'm running a cox model with an unbalanced panel from 2015-2021 to measure the factors that influence the survival of companies, I have my time variable and the failure variable, my covariates vary over time, that is, they are GDP , agglomeration index, growth rate of economic sectors and other indexes, these variables are different each year and also vary depending on the region. When the covariates are included in the analysis, they turn out to be significant, but none of them meet the proportional hazards assumption. My question is, is there an error in my database?
The commands I use to run the model are
-snapspan idn time died, generate(time0) replace-
-stset time, id(idn) failure (died)-
-stcox- (with my covariates)
-stat phtest-

I have reviewed some works where tests of the proportional hazards assumption are not included, so I don't know if it is something necessary,

thanks in advance
Ana