Time Series Data in Stata

[fonic_w]

Awesome 👏! Two minutes in and my problem was solved

[sselunjogisimonpeter]

This is a super tutorial. Thanks so much, sir. God bless you

[nc.]

I love you, my friend, Im Peruvian,

[lamyfilter]

Did u run the Linear detrending and First difference together

[pishoinassif]

You are awesome! I spent the past two weeks trying to do all of this but I couldn't find anything until your video.

Could you help explain how to do quadratic detrending if the only data I have is real GDP?

[hugomalivel]

Hi, great video, very clear. However I do have a question regarding the time series of multiple companies and using at the same time their data (stock return mixed with the market to book value), how would that apply?

[rsvmanu]

Hi, would this method of detrending data work for multiple linear regression? I detrended all of my variables but my R-squared is equal to 1, and when I run the regression without detrending the variables the R-squared is less than 1.

[jingnanli]

what if you have many samples in your data. each sample has a year intervel. person A is from 2009 to 2015, person B is from 2009 to 2018, ...

[baloo]

Hey! Im desperately in need of your help!!! My data set is string daily (without the weekends)
I've tried formatting the data using the command: generate time=date(date, "MDY") but it keeps responding with "missing values generated".

Please help me i've tried everything and nothing works. My data is 01/01/1991 (MDY) and its called date but i dont know why it isnt working

[jzbwgwu]

Thank you for your wonderful video. But how can we output the outcome of the regression to Word or Excel?

[emaruinedit]

hello, thanks for the video! would having data for multiple countries for different years (that is, data fro 2016 for 10 different countries and then the same variable for those same countries for 2015 etc) count as time series?

[randoindabando]

Thanks for the video, could you please help me with these questions if possible? I want to perform a multiple regression analysis, using time series data on the effect of foreign direct investment (FDI) on GDP. (I will also include a few other independent variables such as school years). Should i include the time trend variable 't' when performing the regression? I haven't seen other papers using similar models include it in their Stata results.
Also, when testing for stationarity, is it should i include time trend? E.G: dfuller GDP_growth if period >= 1991, trend

[HakamAbuShanabb]

If all my explanatory variables are not significant initially, what do I have to do ?

[mariaboytzoyka]

Hey! Thanks for this amazing video! But how can I split the data in different clusters, for example in 2 different groups? Thank you.

[Blakeblade-zdtt]

hi i am trying to use panel data set but it gives error saying "repeated time values". how can i figure it out?

[ChristianDG]

what if in year we have repeats years for different countries for example country usa 2010 usa 2011 usa 2012 usa 2013 china 2010 china 2011 china 2012 china 2013 for example...how we treat this?

[Chillypuwn]

this does not work if you have multiple variables with the same year

[MrRobertLake]

Stata is not a good program for time series. First having a variable t can be helpful, but first you need date variable. This is in all modern statistical programs constructed by the program automatically unless you have daily data. How do you construct a date time series in Stata? The answer is that if you have to look for it use another program. Second you should never de-trend you data with a linear trend. This will lead to what is known as spurious de-trending. Economic data almost never follows deterministic trends. This video tells you have to construct t but not what do to tell Stata about what type of time series data you have and impose correct dates for your observations.