Auxiliary functions to make, respectively, matrices of impulse indicators (`iim`

), step indicators (`sim`

) and trend indicators (`tim`

)

1 2 3 4 5 6 7 8 |

`x` |
either an integer (the length of the series in question) or a series (a vector or matrix) from which to use the time-series index to make indicators of |

`which.ones` |
the locations of the impulses. If NULL (the default), then all impulses are returned |

`log.trend` |
logical. If TRUE, then the natural log is applied on the trends |

If `x`

is a series or vector of observations, then the index of `x`

will be used for the labelling of the impulses, and in the returned `zoo`

object.

Note: For `sim`

and `tim`

the first indicator is removed, since it is exactly colinear with the others.

A `zoo`

matrix containing the impulses

Genaro Sucarrat, http://www.sucarrat.net/

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
##generate series:
y <- rnorm(40)
##make matrix of impulse indicators:
mIIM <- iim(40)
##make matrix of step-indicators, but only every third:
mSIM <- sim(y, which.ones=seq(1,40,3))
##give quarterly time-series attributes to y-series:
y <- zooreg(y, frequency=4, end=c(2015,4))
##make matrix of trend-indicators with quarterly labels:
mTIM <- tim(y)
``` |

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