Search found 4 matches
- Mon Mar 26, 2012 2:47 am
- Forum: Data Manipulation
- Topic: How to use dummy variables in a time-series regression?
- Replies: 6
- Views: 10699
Re: How to use dummy variables in a time-series regression?
Apologies for the late reply, but thank you for the assistance. I think I understand it now!
- Sat Mar 17, 2012 5:15 am
- Forum: Data Manipulation
- Topic: How to use dummy variables in a time-series regression?
- Replies: 6
- Views: 10699
Re: How to use dummy variables in a time-series regression?
So for the dummy variables I created them with: dummy = @recode (@year <1997, 1, 0) and dummy2 = @recode (@year <1997, 0, 1) Then I ran two estimations to test the original variable and each dummy separately: gdpgrowth c savings (savings*dummy) investment (investment*dummy) govexp (govexp*dummy) exp...
- Fri Mar 16, 2012 4:31 am
- Forum: Data Manipulation
- Topic: How to use dummy variables in a time-series regression?
- Replies: 6
- Views: 10699
Re: How to use dummy variables in a time-series regression?
Thanks for that, I managed to get two dummy variables working for use in regressions to test <1997 (dummy) and >1997 (dummy2) effects. The results I got was that the coefficients etc where just the opposite values for the two dummy variables. Variable.......................................Coefficien...
- Fri Mar 02, 2012 5:56 am
- Forum: Data Manipulation
- Topic: How to use dummy variables in a time-series regression?
- Replies: 6
- Views: 10699
How to use dummy variables in a time-series regression?
Hi, I'm new to eviews, though I do have some basic econometrics experience. I'm looking to create a regression to measure the determinants of GDP growth given 5 variables: Investment, Savings, Government Expenditure, Exports and Interest Rates. I am using annual data from 1960 to 2010 and would like...