create_dummy_ts {tstools}

Flexible Function to Create Time Series Dummy Variables

Description

Generate time series with a default value that is changed within a certain subperiod. The function allows for additional convenience when specifying single period dummies and dummies that go from a certain point in time to the end of the series.

Usage

create_dummy_ts(
  end_basic,
  dummy_start,
  dummy_end = NULL,
  sp = T,
  start_basic = c(1980, 1),
  basic_value = 0,
  dummy_value = 1,
  frequency = 4
)

Arguments

end_basic

numeric vector of form c(yyyy,p) defining the end of the time series.

dummy_start

numeric vector of form c(yyyy,p) defining the beginning of the period with different value.

dummy_end

numeric vector of form c(yyyy,p) defining the end of the period with different value. Defaults to NULL, using the end_date of the series.

sp

logical should NULL value for dummy_end lead to a single period dummy (TRUE) or to alternative values until the end.

start_basic

numeric vector of form c(yyyy,p) defining the start of the time series. Defaults to c(1980,1)

basic_value

default value of the time series, defaults to 0.

dummy_value

the alternative value, defaults to 1.

frequency

integer frequency of the regular time series, defaults to 4 (quarterly).

Author(s)

Matthias Bannert