
Dear people:

 

I want to use the next seasonal dummy matrix:

 

d2=ts(c(1,0,0,0,0,0,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d3= ts(c(0,1,0,0,0,0,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d4= ts(c(0,0,1,0,0,0,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d5= ts(c(0,0,0,1,0,0,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d6= ts(c(0,0,0,0,1,0,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d7= ts(c(0,0,0,0,0,1,0,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d8= ts(c(0,0,0,0,0,0,1,0,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d9= ts(c(0,0,0,0,0,0,0,1,0,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d10= ts(c(0,0,0,0,0,0,0,0,1,0,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d11= ts(c(0,0,0,0,0,0,0,0,0,1,0,0),start=c(1990,2),end=c(2006,1),frequency=12)
d12=ts(c(0,0,0,0,0,0,0,0,0,0,1,0),start=c(1990,2),end=c(2006,1),frequency=12)
d1=ts(c(0,0,0,0,0,0,0,0,0,0,0,1),start=c(1990,2),end=c(2006,1),frequency=12)

dummymatrix=cbind(d1,d2,d3,d4,d5,d6,d7,d8,d9,d10,d11,d12)

 

in a times series equation:

 

lm(Y~ X+ trend+ 0+ dummy, data=dat)

 

but I want that the program excludes automatically the dummy which is less significant to explain the behavior of Y.

 

I will be very grateful if someone has a idea to help me.

 

 

Thank you very much!

 

Karla Hernández 

 
 		 	   		  
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