tsDummy: Generates a ts object for a dummy variable.

In fcbarbi/macroR: Functions for Macroeconomic time series analysis in R

Description

Generates a ts object filled with 0's, with 1's in a period or specific dates.

Usage

tsDummy(start, end, frequency = 12, period = NULL, dates = NULL)

Arguments

start	Same as the start option in a ts object.
end	Same as the end option in a ts object.
frequency	Same as the frequency option in a ts object.
period	(optional) List with two elements: the starting and ending dates for the 1's formated as for ex. c(2008,12).
dates	(optional) List of discontinuous dates formated as for ex. c(2008,12).

Details

Note that more than one period can be specified.

Value

ts object with 1's and 0's.

See Also

tsComplete

Examples

lehman <- tsDummy( start=c(2000,1), end=c(2015,12), freq=12, period=list( c(2008,9), c(2008,12) ))

oilshocks <- tsDummy( start=c(1970,1), end=c(2015,12), freq=12,
                                         dates=list( c(1973,10), c(1979,12), c(1990,10), c(2008,6) )  )

fcbarbi/macroR documentation built on May 16, 2019, 12:05 p.m.