On Jul 22, 2012, at 14:45 , Rui Barradas wrote: > Hello, > > See if this is it. > > > returns <- rnorm(10) > dummy <- ifelse(returns < 0, -1, 0)
Sara had "1 if results are negative", so lose the minus. It is easier just to say dummy <- as.numeric(returns < 0) -pd > > > Hope this helps > > Rui Barradas > > Em 22-07-2012 08:53, saraberta escreveu: >> Hi, >> i need a little help! i must create a dummy variable to insert as external >> regressor in the variance equation of a garch model; this dummy is referred >> to the negative sign of returns of an asset, so it has to be 1 when returns >> are negative and 0 when they are positive, and in my model the dummy is >> multiplied by another time series, the daily range. (have i explained >> well?!) >> thank's a lot >> sara >> >> >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/dummy-variable-tp4637347.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
