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From | "Tudela Carreres, Merxe" <Merxe.Tudela@moodys.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: xtlsdvc with quarterly data |
Date | Wed, 11 Sep 2013 20:28:23 +0000 |
I am using xtlsdvc with quarterly data. The dependent variable (electricity demand) has a strong seasonal effect. Is it possible to include the fourth lag of the dependent variable instead of the first lag? I would prefer not to SA the data as among my explanatory variables I have heating and cooling degree days whose effects on demand I would like to estimate. My N = 48 and T = 80 (or 25 years) Thank you ----------------------------------------- The information contained in this e-mail message, and any attachment thereto, is confidential and may not be disclosed without our express permission. If you are not the intended recipient or an employee or agent responsible for delivering this message to the intended recipient, you are hereby notified that you have received this message in error and that any review, dissemination, distribution or copying of this message, or any attachment thereto, in whole or in part, is strictly prohibited. If you have received this message in error, please immediately notify us by telephone, fax or e-mail and delete the message and all of its attachments. Thank you. Every effort is made to keep our network free from viruses. You should, however, review this e-mail message, as well as any attachment thereto, for viruses. We take no responsibility and have no liability for any computer virus which may be transferred via this e-mail message. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/