I have data with 3 different dummy variables for 3 different
time periods. I want to add a linear time trend and am unsure
how.
[I was told that I could "detrend" to do the same thing and
regress each variable on t and save the residuals and the
residuals have the detrended series, but I am unsure of how to do
this over the course of the three periods to form one long period
and do you regress all the variables together?].
Thank you,
cheryl
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