![Seasonal dummy variables](https://host.easylife.tw/files/VarieDrop.gif)
Seasonaldummyvariables.Supposethatweareforecastingdailydataandwewanttoaccountforthedayoftheweekasapredictor.Thenthefollowingdummy ...,2020年12月14日—monthisthedummyvariableformonth-of-the-year(1forJanuary,2forFebruary,andsoon).yearistheyearvariab...
Seasonal Dummy Variables
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Atestofthejointhypothesisthatallcoefficientsonthe3quarterlyseasonaldummyvariablesareequalto0hasanF-teststatisticof2.38.Thiscanbe ...
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