helm creates forward mean-differenced variables of the variables contained in varlist. Generated variables are named h_y1, h_y2 ..., with y1, y2 as the names of the original variables. It is recommended to time-demean the data before using helm. You must tsset or xtset your data before using helm, see help tsset or xtset. Please note, that the cross-sectional and the time identifier have to be named "id" and "year" respectively.