Time Varying constant

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kpr
Posts: 1
Joined: Sun Feb 21, 2021 5:38 pm

Time Varying constant

Postby kpr » Fri Sep 17, 2021 10:32 pm

Hi!

I wonder how to generate a time-varying constant series such as

y=1, if 1999M1--2009M1
y=2, if 2009M2--2013M3
y=3, if 2013M4--2018M1
......

Thanks

startz
Non-normality and collinearity are NOT problems!
Posts: 3706
Joined: Wed Sep 17, 2008 2:25 pm

Re: Time Varying constant

Postby startz » Sat Sep 18, 2021 6:48 am

kpr wrote:I wonder how to generate a time-varying constant series such as

y=1, if 1999M1--2009M1
y=2, if 2009M2--2013M3
y=3, if 2013M4--2018M1


Code: Select all

smpl 1999M1 2009M1
series y = 1
smpl 2009M2 2013M3
y = 2
smpl 2013M4 2018M1
y = 3
smpl @all


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