Seasonality and constant term

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studytsls
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Joined: Tue Mar 28, 2017 9:14 am

Seasonality and constant term

Postby studytsls » Fri Oct 14, 2022 12:39 pm

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 "pure" constant term out?

AMRFIN@msn.com

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