hello,

I am using arima to evaluate a time series regression model. I am using
categorical variables such as day of week(Su-Sa), month(Jan-Dec), and
holiday status (1/0) as my independent variables. There is evidence of
multiplicative interaction between holiday status and weekday and I would
like to add an interaction term to my arima model, but I am not sure about
best way to go about doing it.

example code:

arr <- rpois(98,70)
WKDY <- rep(c("s","m","t","w","th","f","sa"),14)
HD <- c(rep(0,30),1,rep(0,25),1,rep(0,43))
arima(x= arr,order=c(1,0,0), xreg=cbind(WKDY,HD,
HD*WKDY))

error message: Error in HD * WKDY : non-numeric argument to binary operator

any help would be appreciated, I am sory if ithis is a bone-headed question.

thanks,

spencer

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