including 11 month dummy variables into a VAR eq

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alps
Posts: 28
Joined: Sun Feb 24, 2013 7:42 am

including 11 month dummy variables into a VAR eq

Postby alps » Tue May 14, 2013 1:17 pm

Hello,
I have the following VAR equation, how can I add seasonal dummies (11 months) as exogenous variables?

var var
var.ls 1 12 sup pr


Thanks a lot
Apls

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: including 11 month dummy variables into a VAR eq

Postby EViews Gareth » Tue May 14, 2013 1:20 pm

Code: Select all

var.ls 1 12 sup pr @ @expand(@month, @dropfirst)
As an aside, calling your VAR, "VAR" can be very confusing when writing a program...

(although, not as confusing as calling your equation "VAR" :D )

alps
Posts: 28
Joined: Sun Feb 24, 2013 7:42 am

Re: including 11 month dummy variables into a VAR eq

Postby alps » Tue May 14, 2013 1:23 pm

thanks a lot. You are right about the names.


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