stata做var以及adf检验总是显示no observation怎么办

Question

已经设置好了面板数据，数据已经都是数值型的，而且没有任何缺失数据，做普通的reg时也没有任何问题，就是做var时总是no observations,而且adf检验时也是这样很奇怪的结果，求问大神到底该如何解决啊

. . destring,replace
Date_Mon already numeric; no replace
Rt_0 already numeric; no replace
Vlm_0 already numeric; no replace
Tr_0 already numeric; no replace
chTr_0 already numeric; no replace
exTr_0 already numeric; no replace
Trs_0 already numeric; no replace
Mkt already numeric; no replace
SMB already numeric; no replace
Rf already numeric; no replace
HML already numeric; no replace
Stock already numeric; no replace

. xtfisher Rt_0

Fisher Test for panel unit root using an augmented Dicke
> y-Fuller test (0 lags)

Ho: unit root

chi2(0) = 0.0000
Prob > chi2 = .
. var Rt_0 Tr_0 Vlm_0
no observations
r(2000);

Answer 1

你这是用时间序列的VAR命令做面板数据的VAR模型
stata是没有办法支持的
stata做面板数据var的命令是pvar或者xtvar