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- Fri Oct 14, 2022 12:39 pm
- Forum: Econometric Discussions
- Topic: Seasonality and constant term
- Replies: 0
- Views: 55941
Seasonality and constant term
Run a regression with NOT seasonally adjusted quarterly data, using dummy variables. Use a constant term, but leave first quarter (D1) out so you have 2d, 3rd, and 4th quarter dummies D2, D3, D4. Now the constant term is a "mixed" constant-seasonal measure. How do you extract the "pur...