> On 26 Feb 2015, at 17:29 , Mikael Olai Milhøj <mikaelmil...@gmail.com> wrote: > > 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. >
You can always do things like as.numeric((1:50) %in% (4:6)), but longer term I think it is more generalizable to play with model.matrix(), i.e. M <- model.matrix(~fact). As far as I recall, arima() will automatically include a constant so you need to say xreg=M[,-1] to get rid of the column of ones. > > /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. -- 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 -- 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.
