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st: Time trend

From   [email protected]
To   [email protected]
Subject   st: Time trend
Date   Wed, 21 Apr 2004 22:43:44 -0400

I have data with 3 different dummy variables for 3 different 
time periods.  I want to add a linear time trend and am unsure 
[I was told that I could "detrend" to do the same thing and 
regress each variable on t and save the residuals and the 
residuals have the detrended series, but I am unsure of how to do 
this over the course of the three periods to form one long period 
and do you regress all the variables together?].

Thank you,
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