General question on Error r(5) even after sort command is run

[Farhan Hasnat]

I getting the r(5) error "not sorted" every time couple of gen commands and later try to use "d" - first difference or "l"- lag. My data is panel data and I make sure xtset is done and also sort command is run before running "d" or. "l" command.

Just generally wondering why this is throwing an error

* Example generated by -dataex-. For more info, type help dataex
clear
input str9 Ticker int Year str23 Industry float(LagAssets Delta_Sales Lag_Delta_Sales CFO_SLAssets Inverse_LAssets Sales_SLAssets)
"TH:2S"  1993 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1994 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1995 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1996 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1997 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1998 "Industrials"                    .        .        .            .             .         .
"TH:2S"  1999 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2000 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2001 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2002 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2003 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2004 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2005 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2006 "Industrials"                    .        .        .            .             .         .
"TH:2S"  2007 "Industrials"               626450   571220        . -.0004150371 1.5962966e-06  4.737489
"TH:2S"  2008 "Industrials"               739620  -172670   571220     .4890349 1.3520456e-06  3.779143
"TH:2S"  2009 "Industrials"               559340  -235159  -172670    -.3616566 1.7878214e-06  4.576771
"TH:2S"  2010 "Industrials"               913418   252536  -235159   -.02951989  1.094789e-06  3.079102
"TH:2S"  2011 "Industrials"              1024697   882014   252536    .08942741  9.758983e-07 3.6054766
"TH:2S"  2012 "Industrials"              1059772   364111   882014   -.05813986  9.435992e-07  3.829722
"TH:2S"  2013 "Industrials"              1253012    33404   364111    .11811858   7.98077e-07   3.26576
"TH:2S"  2014 "Industrials"              1219920   143357    33404    .08868123  8.197259e-07 3.4718614
"TH:7UP" 1993 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1994 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1995 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1996 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1997 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1998 "Resources"                      .        .        .            .             .         .
"TH:7UP" 1999 "Resources"                      .        .        .            .             .         .
"TH:7UP" 2000 "Resources"                      .        .        .            .             .         .
"TH:7UP" 2001 "Resources"                      .        .        .            .             .         .
"TH:7UP" 2002 "Resources"                1239837   516562        .    -.2974778  8.065576e-07  4.338902
"TH:7UP" 2003 "Resources"                1445609  -668818   516562   -.11778288    6.9175e-07 3.2586355
"TH:7UP" 2004 "Resources"                1589719   919817  -668818    .11362637   6.29042e-07   3.54184
"TH:7UP" 2005 "Resources"                2561613  4771508   919817   -.18658908   3.90379e-07 4.0607376
"TH:7UP" 2006 "Resources"                3659381  2841869  4771508    .09685026 2.7327027e-07  3.619166
"TH:7UP" 2007 "Resources"                4047774 -2839798  2841869    .13619214 2.4704937e-07 2.5703285
"TH:7UP" 2008 "Resources"                3776231 -2014388 -2839798    .04192566  2.648143e-07  2.221718
"TH:7UP" 2009 "Resources"                4178294 -2531712 -2014388    .07390121 2.3933214e-07 1.4020097
"TH:7UP" 2010 "Resources"                4126859   479308 -2531712    .04878698 2.4231502e-07 1.5356272
"TH:7UP" 2011 "Resources"                4403855  -357337   479308    .03780529  2.270738e-07 1.3578967
"TH:7UP" 2012 "Resources"                4072216  -863105  -357337   -.03156095 2.4556655e-07 1.2565333
"TH:7UP" 2013 "Resources"                1211540  -383169  -863105    .03812338  8.253958e-07  3.907181
"TH:7UP" 2014 "Resources"                1229760 -2144318  -383169     .0794399  8.131668e-07 2.1056044
"TH:A"   1993 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1994 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1995 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1996 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1997 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1998 "Property & Construction"        .        .        .            .             .         .
"TH:A"   1999 "Property & Construction"        .        .        .            .             .         .
"TH:A"   2000 "Property & Construction"        .        .        .            .             .         .
"TH:A"   2001 "Property & Construction"        .        .        .            .             .         .
"TH:A"   2002 "Property & Construction"        .        .        .            .             .         .
"TH:A"   2003 "Property & Construction"        .        .        .            .             .         .
"TH:A"   2004 "Property & Construction"  2060645   762735        .    -.7659703 4.8528494e-07  .8610736
"TH:A"   2005 "Property & Construction"  4016429  -809923   762735   -.08021528  2.489774e-07 .24012475
"TH:A"   2006 "Property & Construction"  4277750   -97783  -809923   .016423821 2.3376775e-07  .2025974
"TH:A"   2007 "Property & Construction"  4294780   -67069   -97783   -.10706276  2.328408e-07 .18617764
"TH:A"   2008 "Property & Construction"  5084116     3939   -67069    -.0379063 1.9669103e-07 .15804733
"TH:A"   2009 "Property & Construction"  5719965  2632425     3939     .1804831 1.7482624e-07  .6006953
"TH:A"   2010 "Property & Construction"  5344282  -101860  2632425   -.01382805 1.8711587e-07  .6238623
"TH:A"   2011 "Property & Construction"  5512695 -1787209  -101860   -.03709746  1.813995e-07 .28060448
"TH:A"   2012 "Property & Construction"  5730727   231452 -1787209   -.11657352 1.7449793e-07  .3103165
"TH:A"   2013 "Property & Construction"  6866070   -15675   231452   -.26635092 1.4564372e-07 .25672096
"TH:A"   2014 "Property & Construction"  8974248   675358   -15675   -.23931888 1.1142995e-07 .27166867
"TH:A5"  1993 "Services"                       .        .        .            .             .         .
"TH:A5"  1994 "Services"                       .        .        .            .             .         .
"TH:A5"  1995 "Services"                       .        .        .            .             .         .
"TH:A5"  1996 "Services"                       .        .        .            .             .         .
"TH:A5"  1997 "Services"                       .        .        .            .             .         .
"TH:A5"  1998 "Services"                       .        .        .            .             .         .
"TH:A5"  1999 "Services"                       .        .        .            .             .         .
"TH:A5"  2000 "Services"                       .        .        .            .             .         .
"TH:A5"  2001 "Services"                       .        .        .            .             .         .
"TH:A5"  2002 "Services"                       .        .        .            .             .         .
"TH:A5"  2003 "Services"                  107821   178442        .   -.05895883   9.27463e-06   2.13323
"TH:A5"  2004 "Services"                  243856    81778   178442    -.2026647 4.1007806e-06  1.278562
"TH:A5"  2005 "Services"                  250859   -41920    81778   .027912093  3.986303e-06 1.0757637
"TH:A5"  2006 "Services"                  212381  -102005   -41920   -.20266408  4.708519e-06   .790372
"TH:A5"  2007 "Services"                  132642    95976  -102005   -.06907314   7.53909e-06 1.9890834
"TH:A5"  2008 "Services"                  326010     6363    95976     .1095856 3.0673905e-06  .8288059
"TH:A5"  2009 "Services"                  415843    41288     6363     -.218027  2.404754e-06  .7490495
"TH:A5"  2010 "Services"                  179217  -155172    41288    -.3080623  5.579828e-06  .8722108
"TH:A5"  2011 "Services"                  122448   256964  -155172     .1379116  8.166732e-06  3.375139
"TH:A5"  2012 "Services"                  111537  -205830   256964   -.26312345  8.965635e-06  1.859912
"TH:A5"  2013 "Services"                   92799  -115390  -205830    -.2658434 .000010775978  .9920258
"TH:A5"  2014 "Services"                   56128   -28326  -115390   -1.3688177  .00001781642 1.1354939
"TH:AA"  1993 "Industrials"                    .        .        .            .             .         .
"TH:AA"  1994 "Industrials"              1828298   327071        .   -.20037325  5.469568e-07 .28518873
"TH:AA"  1995 "Industrials"              7089493   355369   327071    -.1777663  1.410538e-07 .12367302
"TH:AA"  1996 "Industrials"             15036385  1863555   355369    -.0785168  6.650534e-08 .18224686
"TH:AA"  1997 "Industrials"             19720408  3936430  1863555    .04653114  5.070889e-08  .3385713
"TH:AA"  1998 "Industrials"             41224668  2849737  3936430   -.03786461  2.425732e-08  .2310874
"TH:AA"  1999 "Industrials"             41767512  3482412  2849737   .012057385 2.3942054e-08  .3114601
"TH:AA"  2000 "Industrials"             31661680  1953112  3482412    .09350315  3.158392e-08  .4725594
"TH:AA"  2001 "Industrials"             32022228   679058  1953112    .08127083 3.1228307e-08  .4884446
"TH:AA"  2002 "Industrials"             30030758  -874908   679058    .05350594 3.3299195e-08  .4917017
"TH:AA"  2003 "Industrials"             28927114  2963067  -874908    .04170077  3.456964e-08  .6128936
"TH:AA"  2004 "Industrials"             29620652  3051721  2963067    .11672758  3.376023e-08  .7015701
end
format %ty Year

------------------ copy up to and including the previous line ------------------

[Nick Cox]

Given your

xtset id year

Stata wants

sort id year

but

sort ticker year

is not the same.

xtset id year 

is fine; sorting as implied is a side-effect. So repeat that command and then try your generate statement, which depends on observations being in the right sort order.

[William Lisowski]

After you done your xtset id Year your data has been sorted by id and Year, which is how it needs to be sorted for the time series operators to work.

. egen id = group(Ticker)

. xtset id Year

Panel variable: id (unbalanced)
 Time variable: Year, 1993 to 2014
         Delta: 1 year

. describe, short

Contains data
 Observations:           100                  
    Variables:            10                  
Sorted by: id  Year
     Note: Dataset has changed since last saved.

. gen diff = D.LagAssets
(50 missing values generated)

.

[Farhan Hasnat]

Thank you so much Nick Cox and William Lisowski, just realized where I was going wrong, I was doing id year for my other datasets and lost the rhythm in between.