Hi,
just by chance I found that periodic dummies are not named consistently.
Currently we have:
- quarterly data: dq1 to dq4
- monthly data: dm1 to dm12
- daily (5 days): dummy_1 to dummy_5
I am wondering whether some harmonization is useful here?
<hansl>
clear
set verbose off
# quarterly dq*
open AWM18.gdt -q
list L = dataset
genr dummy
list N = dataset - L
N
# monthly -- dm*
open hamilton.gdt -q
list L = dataset
genr dummy
list N = dataset - L
N
# Daily (5 days) -- dummy_*
open b-g.gdt -q
eval $datatype
list L = dataset
genr dummy
list N = dataset - L
</hansl>
Best,
Artur