On Wed, 26 Oct 2011, Simari wrote:
Importing data (set on 1,2,3 instead of 13/06/2011,
14/06/2011 etc. on file Excel) importing them as cross
section instead of series and then not adding the time trend
I have the same result.
You need to add the time trend and use it as a regressor.
The Excel dates are OK but they are not a "variable", they're
just an index of the observations.