Generate dummies

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

jmanuel
Posts: 10
Joined: Fri Oct 31, 2014 8:29 am

Generate dummies

Postby jmanuel » Fri Oct 31, 2014 8:39 am

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

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Generate dummies

Postby startz » Fri Oct 31, 2014 8:48 am

Code: Select all

series D=1
smpl 2000:01 2003:08
D=0
smpl @all

jmanuel
Posts: 10
Joined: Fri Oct 31, 2014 8:29 am

Re: Generate dummies

Postby jmanuel » Fri Oct 31, 2014 9:07 am

Thank you.
But here do I write this code?
(My final purpose is to use T (or E)GARCH models allowing structural breaks)
JM

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Generate dummies

Postby startz » Fri Oct 31, 2014 9:29 am

Just type in the command window.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13312
Joined: Tue Sep 16, 2008 5:38 pm

Re: Generate dummies

Postby EViews Gareth » Fri Oct 31, 2014 9:30 am

Follow us on Twitter @IHSEViews


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 20 guests