[R] Regression of a time series on its Quarters

[Len Vir]

# Dear List,

# I want to characterize a time series according to its Quarter components.

# My data ("a.ts":
http://docs.google.com/View?id=dfvvwzr2_478cr9k4cdb)  look like:

#                 Qtr1          Qtr2          Qtr3          Qtr4
#   1948 -0.0714961837  0.0101747827  0.0654816569 -0.0227830729
#   1949 -0.1175517556  0.1151378692  0.1015777858 -0.1971535900
#   1950  0.0716002123  0.2551020416  0.0977574743 -0.0739337411
#    ...


#  The time series is 216 long

#  The easiest way I could figure out, is to create
#  Quarter dummies:

Q1 <- rep(c(1,0,0,0),54)
Q2 <- rep(c(0,1,0,0),54)
Q3 <- rep(c(0,0,1,0),54)
Q4 <- rep(c(0,0,0,1),54)

qtr <- cbind(Q1,Q2,Q3,Q4)

# and then regress my data on the dummies.

summary(lm(a.ts ~ qtr - 1))

# The regression on 'Quarters' works fine.
# It does exactly what I want it to do.

# But!  Surely there must be a more elegant way
#       to accomplish the same thing ?!

# I have looked at the following packages (amongst others):
# tseries, timeSeries, TSA, AER, fSeries, vars, FinTS, xts, fArma,
# fRegression, tsfa, uroot, urca, ...

# without finding anything more convenient (simpler, nicer!).

# Any suggestion?

# Thank you.

# Len Vir