[U] User's Guide

110 [ U ] 11 Language syntaxSee [TS] tsset. The time variable must take on integer values. Also, the data must be sorted on thetime variable. tsset handles this, but later you might encounter. list l.mpgnot sortedr(5);Then type sort time or type tsset to reestablish the order.The time-series operators respect the time variable. L2.gnp refers to gnp t−2 , regardless of missingobservations in the dataset. In the following dataset, the observation for 1992 is missing:. use http://www.stata-press.com/data/r11/gxmpl2. list year gnp l2.gnp, separator(0)year gnp L2.gnp1. 1989 5837.9 .2. 1990 6026.3 .3. 1991 6367.4 5837.94. 1993 7098.4 6367.4 ← note, filled in correctly5. 1994 7433.4 .6. 1995 7851.9 7098.4Operated variables may be used in expressions:. generate gnplag2 = l2.gnp(3 missing values generated)Stata also understands cross-sectional time-series data. If you have cross sections of time series,you indicate this when you tsset the data:. tsset country yearSee [TS] tsset. In fact, you can type that, or you can type. xtset country yearxtset is how you set panel data just as tsset is how you set time-series data and here the twocommands do the same thing. Some panel datasets are not cross-sectional time series, however, inthat the second variable is not time, so xtset also allows. xtset countrySee [XT] xtset.11.5 by varlist: constructby varlist: commandThe by prefix causes command to be repeated for each unique set of values of the variables in thevarlist. varlist may contain numeric, string, or a mixture of numeric and string variables. (varlist maynot contain time-series operators.)by is an optional prefix to perform a Stata command separately for each group of observationswhere the values of the variables in the varlist are the same.