calculate_rolling_timedummy: Calculate Rolling Time Dummy Index

In REPS: Hedonic and Multilateral Index Methods for Real Estate Price Statistics

Calculate Rolling Time Dummy Index

Description

Estimates a price index using rolling windows of time dummy regressions.

Usage

calculate_rolling_timedummy(
  dataset,
  period_variable,
  dependent_variable,
  numerical_variables,
  categorical_variables,
  reference_period,
  window_length,
  number_of_observations = FALSE
)

Arguments

dataset	data frame with input data
period_variable	name of the time variable (string)
dependent_variable	name of the dependent variable (usually price, assumed unlogged)
numerical_variables	vector of numeric quality-determining variables
categorical_variables	vector of categorical variables
reference_period	period to be normalized to index = 100 (e.g., "2015")
window_length	length of each rolling window (integer)
number_of_observations	logical, whether to return number of observations per period (default = FALSE)

Value

data frame with period, Index, and optionally number_of_observations

Author(s)

Vivek Gajadhar

REPS documentation built on March 16, 2026, 5:08 p.m.