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
Seasonal dummies
Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator
Re: Seasonal dummies
For automatic seasonal dummy generation, please use the following specification:
You'll have to continue to use your routine in centering these dummies though...
Code: Select all
@expand(@quarter)
You'll have to continue to use your routine in centering these dummies though...
Re: Seasonal dummies
Thank you - so obvious!! A shame there is nothing for centred seasonals, though
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