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That is the problem, some weather events only occur during the time the crops are out on the field.
Would you know a different way of including the dummy or should I just stick to running 2 seperate regressions and comparing the coefficients with a z-test?

Thanks for your input so far

Hi, Hereby my workfile. The workfile basicly contains 2 equations: 1) Multiple regression with (almost) all the variables (known as reg.ls) 2) Multiple regression with a selection of a few weather variables (known as regmin.ls) Ive ran lagged regressions and also created different samples etc. Howev...

I have added the excel file used with the program.

I'm still not sure what to do to answer both questions.
Looked into breakpoint testing, but not yet certain what to use.

Hi there, I have a question concerning dummy variable implementation. I'm working on the relation between commodity price returns and a set of weather variables. I want to look into 2 things: 1) If the effect of the weather on returns during the period when the crop is out on the field (March - Dece...