I have a TS of monthly observations. 
   
  head(data4)
 1991(1)  1991(2)  1991(3)  1991(4)  1991(5)  1991(6) 
12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 

  Now I want to make 11 dummy variables indicating months. Therefore I did followings :
   
  For Jan :
  rep(c(rep(0,0), 1, rep(0, 11)), 17)
   
  For Feb :
  rep(c(rep(0,1), 1, rep(0, 10)), 17)
   
  ........ and so on
   
  But my question is there any way to aumate this? Or I have to do the above thing for all 11 months?

       
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