Hi. First of all, thx. But when using in arima(...xreg=fact,...) then fact should be a vector and not a factor variable? Maybe I should have been more clear in my first mail, sorry. Or else I have to dig deeper into factors.
/Mikael On Thu, Feb 26, 2015 at 5:17 PM, Bert Gunter <gunter.ber...@gene.com> wrote: > Inline. > > Cheers, > Bert > > Bert Gunter > Genentech Nonclinical Biostatistics > (650) 467-7374 > > "Data is not information. Information is not knowledge. And knowledge > is certainly not wisdom." > Clifford Stoll > > > > > On Thu, Feb 26, 2015 at 8:02 AM, Mikael Olai Milhøj > <mikaelmil...@gmail.com> wrote: > > 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? > > You don't, really. > > 1. Go through an R tutorial so that you understand the concept of > factors and how they are used in R modeling. > > 2. fact <- factor( (1:50) %in% (4:6)) > > Cheers, > Bert > > > > > 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. > [[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.
