Hi all I have been searching on the web in vain. I want to include a dummy variable in my ARIMA model. Let's say that I want to make an AR(1) model for X including a dummy variable which should be 1 for observation 4,5,6 and zero otherwise (let's say that there is 50 observations in total). How do I make that?
This does the trick but seems inefficient: dummy<-c(rep(0,3), rep(1,3), rep(0,44)) Thx in advance Best regards /Mikael [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.