Mohibul Islam

[Mohibul Islam]

Hi, I am trying to write the GARCH and EGARCH model in Stata. Now I need to add dummy variable 0 and 1 in a time series data.I am using stata 12. What would be the code to introduce dummy variable for my time series data (for particular time period, 0 or 1). I also like to know the code to run the GARCH 1.1 and EGARCH 1.1 to with dummy variable in stata.

Please help me on this issue.
Thanks,
Mohibul

[Dirk Enzmann]

You have asked the same question twice in this subforum which is called "Sandbox". You should read the Statalist FAQ before posting, there it says (#2):

Statalist has two subforums dedicated to helping you use the forum software. You can make test posts to familiarize yourself with the features of the forum in the Sandbox, and you can ask questions about the forum software in Using the Forum.

This means that you will not get an answer to your question in this subforum. To ask questions like yours in order to get an answer you should ask this kind of question in the Statalist-Forum General, instead.