creating dummies

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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manps20
Posts: 1
Joined: Tue Mar 08, 2011 4:47 am

creating dummies

Postby manps20 » Tue Mar 08, 2011 5:02 am

I am currently very new to eviews and was wondering how to generate dummies for time series regression. I have GDP as my dependent variable and gov't spending, exports, imports, investment etc.... as my independent variables. I need to generate dummies for every independent variable in order to compare the results from two different time periods. E.g. from year 2000 - 2003 I need one set of dummies and for 2004 - 2010 I need the next set of dummies. I am currently using eviews 6 student edition.

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: creating dummies

Postby startz » Tue Mar 08, 2011 7:29 am

Code: Select all

series dummy = @recode(@year>=2000 and @year<=2003,1,0)
or

Code: Select all

series dummy = 0 smpl if @year>=2000 and @year<=2003 series dummy = 1 smpl @all


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