How to include a time trend in a regression?

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How to include a time trend in a regression?

Postby PERRY » Thu Mar 15, 2012 11:04 am

What is the instruction to include a time trend in a regression?

Thank you
PERRY
 
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Re: How to include a time trend in a regression?

Postby TomDoan » Thu Mar 15, 2012 1:13 pm

SET TREND = T

and include TREND in the regressor list.
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Re: How to include a time trend in a regression?

Postby moderator » Thu Mar 15, 2012 2:09 pm

Also, note that we do discuss this in the Introduction to RATS (assuming you have version 8--it should be covered in Getting Started in older versions). See pages 53-54 of the Introduction (or just look up "Trend series" in the Index to the Introduction).

Regards
Tom Maycock
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Re: How to include a time trend in a regression?

Postby PERRY » Thu Mar 15, 2012 2:28 pm

Thank you very much!

I tried the manual first but I could not find it...sorry...
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