At first this seemed a simple problem to me, but I have failed to find a solution. I have a very large unbalanced panel data set that I am having difficulty declaring as such. The data set includes a numerical year variable and a numerical month variable (1-12). Then, there are a large number of observations whose numbers vary per month. Gretl had no problem reading the data set, but it was read as undated. At first I thought I simply needed a time index that included both the year and month information in a single variable. So, I created this: series tindex = year + month/100. This created the expected numerical variable. But, when I tried to use this as an index variable in the panel data structure declaration, it doesn't show up in the drop down menu. This made me hesitant to try it in a Hansl script. I'm sure that I have misunderstood something quite simple, but I would appreciate some direction.