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Posted: **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

Posted: **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 )

Posted: **Tue May 14, 2013 1:23 pm**

thanks a lot. You are right about the names.

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including 11 month dummy variables into a VAR eq

including 11 month dummy variables into a VAR eq

Re: including 11 month dummy variables into a VAR eq

Re: including 11 month dummy variables into a VAR eq