How to include a time trend in a regression?
-
PERRY
- Posts: 11
- Joined: Thu Mar 08, 2007 8:50 am
How to include a time trend in a regression?
What is the instruction to include a time trend in a regression?
Thank you
Thank you
-
TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: How to include a time trend in a regression?
SET TREND = T
and include TREND in the regressor list.
and include TREND in the regressor list.
-
moderator
- Site Admin
- Posts: 269
- Joined: Thu Oct 19, 2006 4:33 pm
Re: How to include a time trend in a regression?
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
Regards
Tom Maycock
Estima
-
PERRY
- Posts: 11
- Joined: Thu Mar 08, 2007 8:50 am
Re: How to include a time trend in a regression?
Thank you very much!
I tried the manual first but I could not find it...sorry...
I tried the manual first but I could not find it...sorry...