On Sat, 5 Dec 2015, Riccardo (Jack) Lucchetti wrote:
On Fri, 4 Dec 2015, Allin Cottrell wrote:
> If you want a dummy variable for each year (unusual, but hey) you can do
>
> list DT = dummify(time)
Not so unusual with panel datasets, in fact,
True, and for that reason the "Time dummies" option would be active
under the Add menu in the panel data case.
Apparently José is talking about annual time series data, and wishes
to construct "custom" dummies for particular periods. This is not an
automatic action but is easy enough. Example
series WW2 = year > 1939 && year < 1946
If you don't have a "year" variable you can generate one as, e.g.,
series year = time + 1979
for data that start in 1980.
Allin Cottrell