Dummy Variable in Regression

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vasanth1661985
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Joined: Thu Nov 29, 2012 12:16 am

Dummy Variable in Regression

Postby vasanth1661985 » Thu Nov 29, 2012 12:27 am

Hi all

I wanted to check the maturity effect in the futures market. I use to regress the daily volatility with the number of days remaining to maturity. And I want to include a dummy saying that last 10 days to maturity should be 1 other days should be 0. How I can creat this dummy? Any one help me pls.

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