Help needed-repeated time values in sample

[NIck Stavr]

Hello there, I am using quarterly data of 5 countries and 4 variables and I am trying to set up a structural VAR model. I defined matrix A1 and B1 but when I use the var command I get the repeated time values in sample message. Is it because for every date for example 1990q1 I have 4(variables)x5(countries)=20 observations ? what can be done here? I am quite unsure how to proceed.
Thank you in advance

[NIck Stavr]

Hello, I was not able to overcome this problem yet, can an expert help me here? Thank you again

[William Lisowski]

I am not a user of vector autoregressive models, but since no user has responded, I'll say what I can.

But first: Statalist prefers examples of data to be presented with the dataex command, as you have been told in previous topics. Some users ignore this and post screen captures, which are sometimes enough to be useful. Mostly nobody takes a crooked picture of a display with their phone and posts that. When the presentation isn't as helpful as expected, other members may decide not to invest the extra effort needed to understand and answer the question, or may ask for an improved presentation that could have been provided to begin with.

Please take a few moments to review the Statalist FAQ linked to from the top of the page, as well as from the Advice on Posting link on the page you used to create your post. Note especially sections 9-12 on how to best pose your question. It is particularly helpful to copy commands and output from your Stata Results window and paste them into your Statalist post using code delimiters [CODE] and [/CODE], and to use the dataex command to provide sample data, as described in section 12 of the FAQ.

Now on to VAR.

You apparently have panel data - 5 separate countries. The var command is not designed for panel data. You can run var separately on each country, so that there is only a single observation for each time period, or you might find the community contributed xtvar command available from SSC to be what you need.

search xtvar