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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.