project.org] On Behalf Of Mikael Olai
Milhøj
Sent: 26 February 2015 16:03
To: r-help@r-project.org
Subject: [R] Dummy variable in ARIMA
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
Dig deeper.
-- 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 8:29 AM, Mikael Olai Milhøj
wrote:
> Hi.
>
> First of all, thx. But when
> On 26 Feb 2015, at 17:29 , Mikael Olai Milhøj 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.
>
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.
/Mikael
On Thu, Feb 26, 2015 at 5:17 PM, Bert Gunter wrote:
> Inline
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
wrote:
> Hi all
>
> I have been searching on
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
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