I have an ascii data set of monthly observation starting in Jan 1946 with a
header.

hstarts
57
65
95
103
103
97
94
.
.
.

Which I read with the following code
tab6.1<-ts(read.table(fname, header=TRUE),frequency=12,start=c(1946,1))
        
I would like to run a time series model with dummy variables for each month.
If I had a variable which take values from 1 to 12 indicating the month I
could use the factor() function to model the series.

reg1<-lm(hstarts~ -1 + factor(months))

Is there a function that will extract the year and month from a ts data set?

Thanks,
Richard Saba

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