> GenDummyVar <- function (NumMonth) rep(c(rep(0, NumMonth-1), 1, rep(0,
12-NumMonth)), 17)
> NameDummy <- c("DJan", "DFeb", "DMar", "DApr", "DMay", "DJun", "DJul",
"DAug", "DSep", "DOct", "DNov", "DDec")
> for (NumMonth in 1:12) assign(NameDummy, GenDummyVar (NumMonth))

> DJan
  [1] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0
 [74] 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0
[147] 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0
0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1
> DFeb
  [1] 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0
 [74] 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1
[147] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0
1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0

Is this what you need ?
Why 11 (and not 12) months ?
Nael


On Fri, Apr 25, 2008 at 9:40 AM, Megh Dal <[EMAIL PROTECTED]> wrote:

> I have a TS of monthly observations.
>
>  head(data4)
>  1991(1)  1991(2)  1991(3)  1991(4)  1991(5)  1991(6)
> 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488
>
>  Now I want to make 11 dummy variables indicating months. Therefore I did
> followings :
>
>  For Jan :
>  rep(c(rep(0,0), 1, rep(0, 11)), 17)
>
>  For Feb :
>  rep(c(rep(0,1), 1, rep(0, 10)), 17)
>
>  ........ and so on
>
>  But my question is there any way to aumate this? Or I have to do the above
> thing for all 11 months?
>
>
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