Seasonal dummies

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

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donihue
Posts: 135
Joined: Wed Oct 07, 2009 8:51 am

Seasonal dummies

Postby donihue » Thu Nov 12, 2009 7:42 am

In an earlier thread, it seemed to be suggested that the use of an equation format such as "p1 p2 e12 @expand(@seas)" where the dataset is quarterly would automatically generate four seasonal dummies. However, when I try that in EViews6 or 7beta, I get only one seasonal dummy, listed as "@seas=0" in the output. Could you tell me what is the correct formulation for such dummy generation?

Also, could you tell me if there an automatic way to generate centred seasonal dummies? (I am doing so now by a separate routine:
scalar nseas=4
for !i=1 to nseas
series d_!i=@seas(!i)- (1/nseas)
next)

Many thanks
Donihue

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: Seasonal dummies

Postby trubador » Thu Nov 12, 2009 9:43 am

For automatic seasonal dummy generation, please use the following specification:

Code: Select all

@expand(@quarter)

You'll have to continue to use your routine in centering these dummies though...

donihue
Posts: 135
Joined: Wed Oct 07, 2009 8:51 am

Re: Seasonal dummies

Postby donihue » Tue Nov 17, 2009 10:04 am

Thank you - so obvious!! A shame there is nothing for centred seasonals, though


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