It seems there is a bug in the command 'genr' when it is used with the option 'dummy'. It works well with quarterly, monthly and weekly data but not with other periodicity: <script> nulldata 100 setobs 5 1:1 --time-series genr dummy print 2 3 4 5 --byobs </script> The output of this script is: dummy_1 dummy_2 dummy_3 dummy_4 1 0 1 0 0 2 0 0 1 0 3 0 0 0 1 4 0 0 0 0 5 0 0 0 0 6 0 1 0 0 7 0 0 1 0 8 0 0 0 1 9 0 0 0 0 ... so, the first dummy is created only with zeros. (gretl from current CVS running on Ubuntu Linux 10.04) -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es