Am 21.05.2014 17:22, schrieb Ignacio Diaz-Emparanza:
On 21/05/14 16:55, Sven Schreiber wrote:
>> I prefer that the number of each dummy corresponds with the observation:
>>
>> tmp = (time-1)%$pd + 1
>> list DUMS = dummify(tmp)
>>
> Aren't you assuming that the workfile/sample actually starts with the
> "right" obs here?
>
>
No. Actually, no. This means assuming the first period as the reference
but it is only a convention.
I like this way of generating the seasonal dummies because when I make a
function valid for any seasonality it applies consistent names to the
dummies, and not different names depending on the value of $pd.
That's right, but I prefer that the dummy with "_1" in its name actually
refers to the first quarter/month, not some other convention.
-s