[R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.

[Gabor Grothendieck]

Try this:

DF.dat <- read.table(URL, skip = 11)
TS2.dat <- zooreg(DF.dat[2:1], start = 1972.25, frequency = 4)

cyc <- factor(cycle(TS2.dat))
m <- model.matrix(~ cyc - 1)
TS3.dat <- cbind(TS2.dat, m)


On Sun, Jun 21, 2009 at 11:51 AM, Gabor
Grothendieck<ggrothendieck at gmail.com> wrote:
> On Sun, Jun 21, 2009 at 11:42 AM, Bogaso<bogaso.christofer at gmail.com> wrote:
>>
>> Hi all, how to create a seasonal variable for a zoo object? For example I
>> have following dataset :
>>
>> rm(list = ls())
>
> Please don't post code like that. Someone could download it and find out
> you had wiped out their workspace.
>
>> URL <- "http://www.jmulti.de//download/datasets/e6.dat"
>> dat1 <- readLines(URL)
>> dat11 <- dat1[-c(1:11)]
>> dat12 <- read.table(textConnection(dat11))
>> library(zoo)
>> TS.dat <- zooreg(dat12[,c(2,1)], start = 1972.2, frequency = 4)
>>
>>
>> I want to create seasonal variable for each quarter for "TS.dat"
>
> Its not clear what is meant by "seasonal variable" but perhaps you
> are looking for cycle:
>
> cbind(TS.dat, cycle = cycle(TS.dat))
>
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>