How to include a time trend in a regression?

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PERRY
Posts: 11
Joined: Thu Mar 08, 2007 8:50 am

How to include a time trend in a regression?

Unread post by PERRY »

What is the instruction to include a time trend in a regression?

Thank you
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: How to include a time trend in a regression?

Unread post by TomDoan »

SET TREND = T

and include TREND in the regressor list.
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moderator
Site Admin
Posts: 269
Joined: Thu Oct 19, 2006 4:33 pm

Re: How to include a time trend in a regression?

Unread post by moderator »

Also, note that we do discuss this in the Introduction to RATS (assuming you have version 8--it should be covered in Getting Started in older versions). See pages 53-54 of the Introduction (or just look up "Trend series" in the Index to the Introduction).

Regards
Tom Maycock
Estima
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PERRY
Posts: 11
Joined: Thu Mar 08, 2007 8:50 am

Re: How to include a time trend in a regression?

Unread post by PERRY »

Thank you very much!

I tried the manual first but I could not find it...sorry...
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