It looks to me like what you want is intervention analysis in
the time series literature. Have you considered the arima function,
especially the example in the documentation using the xreg argument?
Also, have you looked at ch. 14 in Venables and Ripley (2002) Modern
Applied Statistics
Howdy
What I 'd like to analyze with a large data on building permits is to find
time series effect of urban policy on buildings as well as
cross-sectional effects in any. In 1990 the specialZone urban policy
was introduced. I guess that the effects of this specialZone policy
would be different
