VAR with seasonal dummies for seasonal time series

["Jan Verbesselt" <Jan.Verbesselt@agr.kuleuven.ac.be>]

Hi S helpers,

I'm dealing with strong seasonal bi-variate time series and would like
to model the relation between both time series.  In S-plus VAR models
with extra seasonal dummy variables could be the solution. 

Does anyone know how I can account for these dummies in the VAR model
practically? I'm working with S-plus 6.1 and FinMetrics 1.0.

Thanks a lot,
Regards,
Jan

____________________________________________________________________
Jan Verbesselt 
Research Associate 
Lab of Geomatics and Forest Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel:+32-16-329750   Fax: +32-16-329760
http://gloveg.kuleuven.ac.be/
_______________________________________________________________________