Hello,<br><br>sorry for posting such a probably off-topic question to this list but I don&#39;t know of any other place I could ask.<br><br>I am fitting an arima model with exogenous variables and was trying to identify if there exist differences between the relationship depending on the season of the year.<br>
Therefore I added a combined Variable which combines a binary dummy for the season (Summer, Fall, Winter) with the exogenous variable the logarithmic average temperature on a particular day. So I have three Dummies (LogAvgTemp x Summer, ..., LogAvgTemp x Winter).<br>
Now I don&#39;t know if it&#39;s sufficient if I add those three combined dummies or if I should also add the LogAvgTemp as an additional exogenous variable.<br>Perhaps someone could point me to a text book or something similar which might address such a problem.<br>
<br>Thanks in advance and once again sorry for being slightly off-topic,<br><br>johannes<br>