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    no observations r(2000)




    Dear all, I have just started using Stata for a time series analysis. However, there has already been to much failure before even started the acutal testing.

    I imported certain time series data including a date variable. I managed to convert the data into stata accepted dates. When performing a Dickey Fuller Unit root test I get the error:

    no observations
    r(2000);

    This is almost not possible, since when I "summarize" i get the following table:
    Variable | Obs Mean Std. Dev. Min Max
    -------------+--------------------------------------------------------
    date | 0
    i_spiindex | 141 1026.285 219.8331 573.86 1529.47
    daten | 141 16769.21 1243.223 14640 18900

    which clearly indicates that there are 141 observations.

    and for the "describe" i get:
    Contains data
    obs: 141
    vars: 2
    size: 2,538 (99.8% of memory free)
    -------------------------------------------------------------------------------
    storage display value
    variable name type format label variable label
    -------------------------------------------------------------------------------
    date str10 %10s
    i_spiindex float %9.0g I_SPI Index
    -------------------------------------------------------------------------------
    Sorted by:
    Note: dataset has changed since last saved

    all this indicates that it is nummeric data I am using, but still it does not work at all.

    has anybody had the same problem yet or knows how to deal with it? I really appreciate your help.

    Many Thanks
    Thomas

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    Re: no observations r(2000)

    You need to post the command that you typed which led to the error

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    Re: no observations r(2000)

    hi

    i typed in the following commands:

    dfuller i_spiindex, trend lags(2)

    varsoc i_spiindex, maxlag(10)

    I think the problem is not so much the commands but moreover the problem with the data i imported. Additionally, i imported the data from a .txt file tab-deliminated

    thanks a lot

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    Re: no observations r(2000)


    Yes, I think you're right. I don't know anything about time series analysis, but generally this kind of problem occurs when a command is restricting the number of observations and the restriction ends up excluding all observations for some reason (which as you said, may point to a problem with the data). Does the -dfuller- command work if you run it without the trend and lags options?

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