dummy {BETS}

Create a monthly or quarterly dummy

Description

Returns a monthly or quarterly dummy (a time series with only 0s and 1s).

Usage

dummy(start = NULL, end = NULL, frequency = 12, year = NULL,
  month = NULL, quarter = NULL, date = NULL, from = NULL, to = NULL)

Arguments

start

An integer vector. The period of the first observation. The first element of the vector specifies the year of the first observation, whereas the second, the month (for monthly dummies) or quarter (for quarterly dummies)

end

An integer vector. The period of the last observation. The first element of the vector specifies the year of the last observation, whereas the second, the month (for monthly dummies) or quarter (for quarterly dummies)

frequency

An integer. The frequency of the dummy, that is, the number of observations per unit of time. The defaulf is 12 (a monthly dummy).

year

An integer, a seq or a vector. The years for which the dummy must be set to 1. All periods of these years will be set to 1.

month

An integer, a seq or a vector. The months for which the dummy must be set to 1. These months will be set to 1 for all years.

quarter

An integer, a seq or a vector. The quarters for which the dummy must be set to 1. The quarters will be set to 1 for all years.

date

a list. The periods for which the dummy must be set to one. Periods must be represented as integer vectors, as described for start and end.

from

An integer vector The starting period of a sequence of perids for which the dummy must be set to one. Periods must be represented as integer vectors, as described for start and end.

to

The ending period of a sequence of perids for which the dummy must be set to one. Periods must be represented as integer vectors, as described for start and end.

Value

A monthly or a quarterly ts object.

See Also

ts, dummy

Examples

#1 from a specific date to another specific date
dummy(start = c(2000,1),end = c(2012,5),frequency = 12,from = c(2005,1),to = c(2006,12))


#Other options that may be helpful:

#over a month equal to 1
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = c(5,12))

#Months equal to 1 only for some year
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = 5, year = 2010)
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = 8, year = 2002)

#Months equal to 1 only for some years
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = 5, year = 2005:2007)
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = 3, year = c(2005,2007))
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, month = 5:6, year = c(2005,2007))

#specific dates
dummy(start = c(2000,1), end = c(2012,5), frequency = 12, date = list(c(2010,1)))
dummy(start = c(2000,1), end = c(2012,5), 
    freq = 12, date = list(c(2010,9), c(2011,1), c(2000,1)) )