Regression with time

[Yiyan QUAN]

Hello everyone,

I would like to run a regression with date for example as follows:

Inflation=GDP+year+month

where year and month are dummies variables, knowing that the data is monthly time series, the date variable is in the format of 2006m6, 2006m7, 2006m8 . . . . . . 2012m12.

how can I do it ? I need to turn the date variable into a numeric value ?

Thanks in advance !

[William Lisowski]

Your date variable is quite likely already a numeric value, a Stata Internal Format monthly date formatted with the %tm format. See the output of

describe date_variable

Stata's "date and time" variables are complicated and there is a lot to learn. If you have not already read the very detailed Chapter 24 (Working with dates and times) of the Stata User's Guide PDF, do so now. If you have, it's time for a refresher. After that, the help datetime documentation will usually be enough to point the way. You can't remember everything; even the most experienced users end up referring to the help datetime documentation or back to the manual for details. But at least you will get a good understanding of the basics and the underlying principles. An investment of time that will be amply repaid.

All Stata manuals are included as PDFs in the Stata installation and are accessible from within Stata - for example, through the PDF Documentation section of Stata's Help menu.

[Yiyan QUAN]

Hi William,

Thank you for your advice, I understood well and succeeded in running the regression.


Best regards !