[R] Dummy variable in ARIMA

Jose Iparraguirre Jose.Iparraguirre at ageuk.org.uk
Mon Mar 2 10:49:43 CET 2015

Have a look at the caschrono package. 
There's an excellent associated book by the author of the package -Yves Aragon- but it's in French; if you don't read French, the package documentation is very clear. 

-----Original Message-----
From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Mikael Olai Milhøj
Sent: 26 February 2015 16:03
To: r-help at 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 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 I make that?

This does the trick but seems inefficient: dummy<-c(rep(0,3), rep(1,3),

Thx in advance

Best regards

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