On Sun, 19 Oct 2008, Werner Wernersen wrote:

Hello,

how can one use factors in dynlm?
I would like to add month dummies to the equation. Or is creating 12 vectors the way to do it?

You can use y ~ season(y) + ... in the formula. There is a small example on
  help("dynlm", package = "dynlm")
and a more elaborate one on
  help("M1Germany", package = "dynlm")

Apparently, this is not documented in the details section of ?dynlm, will fix.
Z

Thanks a lot,
 Werner


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