R does not use dummy variables. Models and contrasts are specified in more natural, model formula based ways. See
?arima and/or CRAN's Time Series task view for numerous packages that fit time series. -- Bert On Tue, Jan 11, 2011 at 12:18 PM, Christofer Bogaso <bogaso.christo...@gmail.com> wrote: > Dear all, I would like to ask one question related to statistics, for > specifically on defining dummy variables. As of now, I have come across 3 > different kind of dummy variables (assuming I am working with Seasonal > dummy, and number of season is 4): > >> dummy1 <- diag(4) >> for(i in 1:3) dummy1 <- rbind(dummy1, diag(4)) >> dummy1 <- dummy1[,-4] >> >> dummy2 <- dummy1 >> dummy2[dummy2 == 0] = -1/(4-1) >> >> dummy3 <- dummy1 - 1/4 >> >> head(dummy1) > [,1] [,2] [,3] > [1,] 1 0 0 > [2,] 0 1 0 > [3,] 0 0 1 > [4,] 0 0 0 > [5,] 1 0 0 > [6,] 0 1 0 >> head(dummy2) > [,1] [,2] [,3] > [1,] 1.0000000 -0.3333333 -0.3333333 > [2,] -0.3333333 1.0000000 -0.3333333 > [3,] -0.3333333 -0.3333333 1.0000000 > [4,] -0.3333333 -0.3333333 -0.3333333 > [5,] 1.0000000 -0.3333333 -0.3333333 > [6,] -0.3333333 1.0000000 -0.3333333 >> head(dummy3) > [,1] [,2] [,3] > [1,] 0.75 -0.25 -0.25 > [2,] -0.25 0.75 -0.25 > [3,] -0.25 -0.25 0.75 > [4,] -0.25 -0.25 -0.25 > [5,] 0.75 -0.25 -0.25 > [6,] -0.25 0.75 -0.25 > Now I want to know which type of dummy definition is called Centered dummy > and why it is called so? Is it equivalent to use any of the above > definitions (atleast 2nd and 3rd?) It would really be very helpful if > somebody point any suggestion and clarification. > > Thanks and regards, > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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. > -- Bert Gunter Genentech Nonclinical Biostatistics 467-7374 http://devo.gene.com/groups/devo/depts/ncb/home.shtml ______________________________________________ R-help@r-project.org mailing list 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.