Hello, I am fairly new at using stata, thus since I want to control for time varying influences (my time series data set consista of daily data) I want to create binary variables for day of the week, day of the month and month of the year, however I am having trouble understanding how to do this. I tried by first creating a day of the week variable with stata, and then using the following code to create day of the week dummies: tab dow, gen (d) and I ended up with seven dummy variables and not six, is that correct? Are there other methods of doing it? I'd also like to know how to do it for day of the month, month of the year and for holidays. I am a beginner with stata, thus any help would be highly appreciated.
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