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st: RE: Seasonal Variables-Differencing or Dummies
I am probably missing the point of this
question, but I don't think you can list the circumstances
in which S. is useful or valid. For example,
use http://www.stata-press.com/data/r9/air2.dta, clear
I just used S. to help visualize the non-trend
component, mostly seasonal.
In short, S. is likely to be useful
whenever you want it. No model need be in sight.
There is a vast book on time series by Hipel
and McLeod with environmental applications.
I'm pretty sure they discuss seasonality.
Franses is another author who springs to mind.
A search on Amazon would no doubt yield others.
REINERTSON, M YVONNE
> Please help me clarify my understanding in the correct procedure
> to use seasonal variables in time-series regressions. My very
> basic understanding of the correct use of the seasonal
> differencing technique (time series operator _S._ in Stata) is in
> the autoregressive integrated moving average (ARIMA) models. For
> other regression techniques in analyzing time-series, and panel
> data, the seasonal dummy variables are used.
> Hamilton (my much dogged-eared version for Stata 7) explains how
> to use _S._ in Stata, but not the ?why,? or the ?when? to use it.
> Harvey explains briefly both procedures and says that the
> differencing is used when the seasonal pattern changes over time.
> Thus, in this sense, the differencing would cause the seasonal
> pattern to become stationary.
> Is there ever an appropriate situation to use the _S._ time-series
> operator outside of an ARIMA model? In answering this specific
> Stata question, I ask that you extend your answer to an
> explanation, and possible reference that I could research, in
> controlling seasons (and cycles) in time-series data that goes
> beyond the usual econometric textbook treatment. An example, which
> does not necessarily need to be economic, would be very much
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