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st: time dummy or trend
i have little experience with stata8 and hope one of you may help me...
i have a time series regression with several explanatory variables, the dependent variable being trend-stationary... i have generated the following variable to account for the trend in the process and to inlcude it in the regression:
gen date = quarterly(time, "yq")
tsset date, quarterly
gen time_ind= int(date)
when i run the regression with the "time_ind" included as explanatory variable, does it take care of the trend and is it a trend or time dummy?
thanks a lot for your help... matthias
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