ADD_DUMMY_SERIES

Syntax

ADD_DUMMY_SERIES(regression,policyCode)
ADD_DUMMY_SERIES(list,month)
ADD_DUMMY_SERIES(regressionOrList,name,startDate,endDate)

Returned object

RegressionOperator or DataListOperator

Example

ADD_DUMMY_SERIES(LIST(INDPRO,PAYEMS),1)

Interpretation and limitations

The two-argument regression form adds policy-event dummies. The two-argument list form adds a month dummy and returns a data list. The four-argument form accepts YYYYMMDD dates and returns a refitted regression. The listed regression extracts apply only when the returned object is a regression.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

• residuals
• fitted
• actualvsfitted
• autocorrelation
• model
• slideshow
• beta
• betase
• wald
• wald_cumulative
• wald_text
• wald_cumulative_text
• hac
• mann_kendall

In indexed patterns such as beta:n, replace n with the required index.