[R] Dummy variable in ARIMA

[Mikael Olai Milhøj]

Hi.

First of all, thx. But when using in arima(...xreg=fact,...) then fact
should be a vector and not a factor variable? Maybe I should have been more
clear in my first mail, sorry. Or else I have to dig deeper into factors.


/Mikael

On Thu, Feb 26, 2015 at 5:17 PM, Bert Gunter <gunter.berton at gene.com> wrote:

> 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
> >
> >         [[alternative HTML version deleted]]
> >
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