/* ** Lesson 4.1: Seasonal Dummy Variables */ use gpe2; output file = gpe\output4.1 reset; load almon[61,3] = gpe\almon.txt; cexp = almon[2:61,2]; capp = almon[2:61,3]; qt = almon[2:61,1]; pattern = {1 0 0 0, 0 1 0 0, 0 0 1 0, 0 0 0 1}; D = reshape(pattern,60,4); q1 = D[.,1]; @ quarterly seasonal dummies @ q2 = D[.,2]; q3 = D[.,3]; call reset; _names = {"cexp", "capp", "q1", "q2", "q3"}; call estimate(cexp,capp~q1~q2~q3); _restr = {0 1 0 0 0, 0 0 1 0 0, 0 0 0 1 0}; call estimate(cexp,capp~q1~q2~q3); end;