Thanks so much Tom. You actually answered my question. My biggest problem was not the variables, but my initial Cats line. My endogenous variables were ewreits, futures, caprates, nareit and spotbar. I appreciate your help.
John
Search found 2 matches
- Mon Jan 23, 2017 11:34 am
- Forum: Data: Reading, Writing, Transforming
- Topic: Question on Dummy Variables
- Replies: 4
- Views: 11063
- Fri Jan 20, 2017 3:51 pm
- Forum: Data: Reading, Writing, Transforming
- Topic: Question on Dummy Variables
- Replies: 4
- Views: 11063
Question on Dummy Variables
First off sorry for the ignorance, but I am trying to learn the program RATS/CATS. Is there any easy way to make these dummies exogenous? I am allowed to place them as endogenous variables in the Cointegration after I use the set command, but that is not what I want. I just want to run these as exog...