[R] Constructing dummy variables for months for a time series object
I have a TS of monthly observations. head(data4) 1991(1) 1991(2) 1991(3) 1991(4) 1991(5) 1991(6) 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 Now I want to make 11 dummy variables indicating months. Therefore I did followings : For Jan : rep(c(rep(0,0), 1, rep(0, 11)), 17) For Feb : rep(c(rep(0,1), 1, rep(0, 10)), 17) and so on But my question is there any way to aumate this? Or I have to do the above thing for all 11 months? - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ 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.
Re: [R] Constructing dummy variables for months for a time series object
GenDummyVar - function (NumMonth) rep(c(rep(0, NumMonth-1), 1, rep(0, 12-NumMonth)), 17) NameDummy - c(DJan, DFeb, DMar, DApr, DMay, DJun, DJul, DAug, DSep, DOct, DNov, DDec) for (NumMonth in 1:12) assign(NameDummy, GenDummyVar (NumMonth)) DJan [1] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 [74] 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 [147] 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 DFeb [1] 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 [74] 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 [147] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 Is this what you need ? Why 11 (and not 12) months ? Nael On Fri, Apr 25, 2008 at 9:40 AM, Megh Dal [EMAIL PROTECTED] wrote: I have a TS of monthly observations. head(data4) 1991(1) 1991(2) 1991(3) 1991(4) 1991(5) 1991(6) 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 Now I want to make 11 dummy variables indicating months. Therefore I did followings : For Jan : rep(c(rep(0,0), 1, rep(0, 11)), 17) For Feb : rep(c(rep(0,1), 1, rep(0, 10)), 17) and so on But my question is there any way to aumate this? Or I have to do the above thing for all 11 months? - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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.
Re: [R] Constructing dummy variables for months for a time series object
Oops.. the last line should have been : for (NumMonth in 1:12) assign(NameDummy[NumMonth], GenDummyVar (NumMonth)) On Fri, Apr 25, 2008 at 10:18 AM, N. Lapidus [EMAIL PROTECTED] wrote: GenDummyVar - function (NumMonth) rep(c(rep(0, NumMonth-1), 1, rep(0, 12-NumMonth)), 17) NameDummy - c(DJan, DFeb, DMar, DApr, DMay, DJun, DJul, DAug, DSep, DOct, DNov, DDec) for (NumMonth in 1:12) assign(NameDummy, GenDummyVar (NumMonth)) DJan [1] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 [74] 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 [147] 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 DFeb [1] 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 [74] 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 [147] 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 Is this what you need ? Why 11 (and not 12) months ? Nael On Fri, Apr 25, 2008 at 9:40 AM, Megh Dal [EMAIL PROTECTED] wrote: I have a TS of monthly observations. head(data4) 1991(1) 1991(2) 1991(3) 1991(4) 1991(5) 1991(6) 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 Now I want to make 11 dummy variables indicating months. Therefore I did followings : For Jan : rep(c(rep(0,0), 1, rep(0, 11)), 17) For Feb : rep(c(rep(0,1), 1, rep(0, 10)), 17) and so on But my question is there any way to aumate this? Or I have to do the above thing for all 11 months? - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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.
Re: [R] Constructing dummy variables for months for a time series object
The simplest way is probably to generate them as the columns of a matrix. Let's suppose you have data from Jan 1991 up to Mar 2008. X - outer(rep(month.abb, length = 16*12+3), month.abb, ==) + 0 ## the + 0 will convert logical to numeric dim(X) [1] 195 12 dimnames(X)[[2]] - month.abb head(X) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec [1,] 1 0 0 0 0 0 0 0 0 0 0 0 [2,] 0 1 0 0 0 0 0 0 0 0 0 0 [3,] 0 0 1 0 0 0 0 0 0 0 0 0 [4,] 0 0 0 1 0 0 0 0 0 0 0 0 [5,] 0 0 0 0 1 0 0 0 0 0 0 0 [6,] 0 0 0 0 0 1 0 0 0 0 0 0 To get the July indicators, use X[, Jul], c Bill Venables CSIRO Laboratories PO Box 120, Cleveland, 4163 AUSTRALIA Office Phone (email preferred): +61 7 3826 7251 Fax (if absolutely necessary): +61 7 3826 7304 Mobile: +61 4 8819 4402 Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Megh Dal Sent: Friday, 25 April 2008 5:40 PM To: [EMAIL PROTECTED] Subject: [R] Constructing dummy variables for months for a time series object I have a TS of monthly observations. head(data4) 1991(1) 1991(2) 1991(3) 1991(4) 1991(5) 1991(6) 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 Now I want to make 11 dummy variables indicating months. Therefore I did followings : For Jan : rep(c(rep(0,0), 1, rep(0, 11)), 17) For Feb : rep(c(rep(0,1), 1, rep(0, 10)), 17) and so on But my question is there any way to aumate this? Or I have to do the above thing for all 11 months? - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ 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. __ 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.
Re: [R] Constructing dummy variables for months for a time series object
First generate a factor and then calculate its model matrix: month. - factor(cycle(x), labels = month.abb) model.matrix(~ month.)[,-1] Actually you may not even need the dummy variables at all if your purpose is to do a regression. You can use the factor directly: lm(x ~ month.) By the way, be sure to check out ?monthplot On Fri, Apr 25, 2008 at 3:40 AM, Megh Dal [EMAIL PROTECTED] wrote: I have a TS of monthly observations. head(data4) 1991(1) 1991(2) 1991(3) 1991(4) 1991(5) 1991(6) 12.00864 11.94203 11.98386 12.01900 12.19226 12.15488 Now I want to make 11 dummy variables indicating months. Therefore I did followings : For Jan : rep(c(rep(0,0), 1, rep(0, 11)), 17) For Feb : rep(c(rep(0,1), 1, rep(0, 10)), 17) and so on But my question is there any way to aumate this? Or I have to do the above thing for all 11 months? - [[elided Yahoo spam]] [[alternative HTML version deleted]] __ 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. __ 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.
