Dear ..
I've just started using eviews and I need to generate dummies to perform unit root tests for my times series data.
My dummy is
D = 0 from 2000:01 to 2003:08
D=1 otherwise
I really do not know how to do it
Thank you so much
JManuel
Generate dummies
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- Non-normality and collinearity are NOT problems!
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Re: Generate dummies
Code: Select all
series D=1
smpl 2000:01 2003:08
D=0
smpl @all
Re: Generate dummies
Thank you.
But here do I write this code?
(My final purpose is to use T (or E)GARCH models allowing structural breaks)
JM
But here do I write this code?
(My final purpose is to use T (or E)GARCH models allowing structural breaks)
JM
-
- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Generate dummies
Just type in the command window.
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