This seems more a matter of statistical logic
than one of Stata syntax.
Given that you have a time variable, there seems
little point in coarsening it to quarters.
Also, the -int()- here presumably does
nothing.
A regression with -date- as predictor
would be fitting a linear trend
component in that variable; a regression
with -time- one that would give
similar (but possibly better)
performance. The b coefficient would
differ because of the differing units.
Keeping track of things graphically
would enhance your understanding of
what you are doing.
Nick
[email protected]
Neuling,MM (pgt)
> i have little experience with stata8 and hope one of you may
> help me...
>
> i have a time series regression with several explanatory
> variables, the dependent variable being trend-stationary... i
> have generated the following variable to account for the
> trend in the process and to inlcude it in the regression:
>
> gen date = quarterly(time, "yq")
>
> tsset date, quarterly
>
> gen time_ind= int(date)
>
> when i run the regression with the "time_ind" included as
> explanatory variable, does it take care of the trend and is
> it a trend or time dummy?
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