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st: xtlsdvc with quarterly data


From   "Tudela Carreres, Merxe" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: xtlsdvc with quarterly data
Date   Wed, 11 Sep 2013 20:28:23 +0000

I am using xtlsdvc with quarterly data. The dependent variable (electricity demand) has a strong seasonal effect.  Is it possible to include the fourth lag of the dependent variable instead of the first lag?

I would prefer not to SA the data as among my explanatory variables I have heating and cooling degree days whose effects on demand I would like to estimate.

My N = 48 and T = 80 (or 25 years) 

Thank you
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