On 21/05/14 17:25, Sven Schreiber wrote:
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.
Yes, me too. This is what this two lines do (but not Jack's proposal).
"Dummify" (used in both alternatives) uses the convention that the
first dummy is omitted, so for example if you put the DUMS list and the
constant as regressors in a ols regression the constant represents the
first quarter/month.
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