[R] Dummy variable in ARIMA

[Bert Gunter]

Dig deeper.

-- 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 8:29 AM, Mikael Olai Milhøj
<mikaelmilhoj at gmail.com> wrote:
> 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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>
>