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st: xtlsdvc with quarterly data
From
"Tudela Carreres, Merxe" <[email protected]>
To
"[email protected]" <[email protected]>
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
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