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    Diebold Ch5/6 Video - Seasonality Regression

    Hi, I was just watching the video for Diebold chapters 5 and 6 and I am struggling with the seasonality portion. In the example, we consider the case of using dummy variables to indicate the 4 quarters of the year - such that we have D1, D2, D3, and D4. However, by including 4 dummy variables...