Have a look at the caschrono package. There's an excellent associated book by the author of the package -Yves Aragon- but it's in French; if you don't read French, the package documentation is very clear. José
-----Original Message----- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Mikael Olai Milhøj Sent: 26 February 2015 16:03 To: r-help@r-project.org Subject: [R] Dummy variable in ARIMA Hi all I have been searching on the web in vain. I want to include a dummy variable in my ARIMA model. Let's say that I want to make an AR(1) model for X including a dummy variable which should be 1 for observation 4,5,6 and zero otherwise (let's say that there is 50 observations in total). How do I make that? This does the trick but seems inefficient: dummy<-c(rep(0,3), rep(1,3), rep(0,44)) Thx in advance Best regards /Mikael [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Age UK Group Age UK is a registered charity and company limited by guarantee, (registered charity number 1128267, registered company number 6825798) Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA. For the purposes of promoting Age UK Insurance, Age UK is an Appointed Representative of Age UK Enterprises Limited. Age UK Enterprises Limited is authorised and regulated by the Financial Conduct Authority. Charitable Services are offered through Age UK (the Charity) and commercial products and services are offered by the Charity’s subsidiary companies. The Age UK Group comprises of Age UK, and its subsidiary companies and charities, dedicated to improving the lives of people in later life. Our network includes the three national charities Age Cymru, Age NI and Age Scotland and more than 160 local Age UK charities. This email and any files transmitted with it are confide...{{dropped:11}} ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
