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st: time dummy or trend


From   "Neuling,MM (pgt)" <M.M.Neuling@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: time dummy or trend
Date   Wed, 10 Aug 2005 16:08:58 +0100

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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