Dummy Variable for different days of the year
Posted: Thu Jul 25, 2013 4:06 am
Hello,
I am quite new to eviews and am having some trouble creating the necessary dummy variables for my regression. I have time series data on returns from 1980 to 2013. I need to create a dummy variable that takes on the value of 1 between september 21 and December 20 for each year in the series, and 0 otherwise.
I have tried manipulating the equation below to incorporate all the years in the series, but with no luck. Is there anyone out there that can help me?
series dummyfall = @recode((@date>@dateval("1980/21/08") and @date<@dateval("1980/20/12")),1, 0)
Thanks in advance,
Martin
I am quite new to eviews and am having some trouble creating the necessary dummy variables for my regression. I have time series data on returns from 1980 to 2013. I need to create a dummy variable that takes on the value of 1 between september 21 and December 20 for each year in the series, and 0 otherwise.
I have tried manipulating the equation below to incorporate all the years in the series, but with no luck. Is there anyone out there that can help me?
series dummyfall = @recode((@date>@dateval("1980/21/08") and @date<@dateval("1980/20/12")),1, 0)
Thanks in advance,
Martin