I have multiple observations per company and approx. 87 different companies.
Since there are time series involved, I need to tell SPSS somehow that there are different time series per company.
However, I would still like to run one regression over all companies. It should just realize that the obeservations depend on a certain company and are not independent.
Do you know whether I can define groups of observations somehow? If I split the data file it runs the regression independently for each company