[R] Dummy variable in ARIMA

[Bert Gunter]

Inline.

Cheers,
Bert

Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll




On Thu, Feb 26, 2015 at 8:02 AM, Mikael Olai Milhøj
<mikaelmilhoj at gmail.com> wrote:
> 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?

You don't, really.

1. Go through an R tutorial so that you understand the concept of
factors and how they are used in R modeling.

2. fact <- factor( (1:50) %in% (4:6))

Cheers,
Bert

>
> This does the trick but seems inefficient: dummy<-c(rep(0,3), rep(1,3),
> rep(0,44))
>
> Thx in advance
>
> Best regards
> /Mikael
>
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