Hello all,

I got monthly data of the standard deviation of my betas (Sd_beta) and three dummy variables P1-P3, which indicate wheter the volatility of Ted (Ted_Vol) is in the first second or third tercile.
I've regressed this dummies on the above mentioned standard Deviation and got the coefficients for P1 and P3. In the next step I have to determine if the difference (P3-P1) between the standard deviation given that P1=1 or P3 is statistically significant. I'm not qute sure how to approach this task. Is there a way to compute monthly differences and use them for a t-test?
Another thought of mine was to calculate the difference of Ted_Vol if P1=1 and P3=1 but I do not know how to match this numbers regarding my time variable.

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float date int Jahr byte Monat double(Sd_Beta Ted_Vol) float(P1 P3)
469 1999  2  .2162872850894928 .00042292120633646846 1 0
470 1999  3 .21683630347251892  .0005120532005093992 1 0
471 1999  4 .21574001014232636  .0005089303012937307 1 0
472 1999  5 .21684658527374268   .001667482778429985 0 0
473 1999  6 .21839885413646698  .0011676736176013947 0 0
474 1999  7 .21961617469787598  .0005640562158077955 0 0
475 1999  8 .22290168702602386  .0003095806168857962 1 0
476 1999  9 .23819047212600708   .001692846417427063 0 1
477 1999 10  .2405623197555542   .001672371756285429 0 0
478 1999 11 .23849868774414063  .0029762284830212593 0 1
479 1999 12 .24061444401741028   .002350094262510538 0 1
480 2000  1 .23947422206401825  .0033114443067461252 0 1
481 2000  2 .23897820711135864  .0017416990594938397 0 1
482 2000  3 .23724332451820374  .0005756043246947229 0 0
483 2000  4 .23789244890213013  .0004283250018488616 1 0
484 2000  5 .23350174725055695   .001657421002164483 0 1
485 2000  6 .23567992448806763   .002668452449142933 0 1
486 2000  7 .23621943593025208  .0005725464434362948 1 0
487 2000  8 .23868688941001892  .0008709787507541478 0 0
488 2000  9 .24259942770004272  .0012692536693066359 0 0
489 2000 10 .24906545877456665 .00048570294165983796 1 0
end
format %tm date

Thank you in advance.