Flexible Function to Create Time Series Dummy Variables
Source:R/create_dummies.R
create_dummy_ts.RdGenerate time series with a default value that is changed within a certain subperiod. The function allows for additional convenience when specifying single period dummies and dummies that go from a certain point in time to the end of the series.
Usage
create_dummy_ts(
end_basic,
dummy_start,
dummy_end = NULL,
sp = T,
start_basic = c(1980, 1),
basic_value = 0,
dummy_value = 1,
frequency = 4
)Arguments
- end_basic
numeric vector of form c(yyyy,p) defining the end of the time series.
- dummy_start
numeric vector of form c(yyyy,p) defining the beginning of the period with different value.
- dummy_end
numeric vector of form c(yyyy,p) defining the end of the period with different value. Defaults to NULL, using the end_date of the series.
- sp
logical should NULL value for dummy_end lead to a single period dummy (TRUE) or to alternative values until the end.
- start_basic
numeric vector of form c(yyyy,p) defining the start of the time series. Defaults to c(1980,1)
- basic_value
default value of the time series, defaults to 0.
- dummy_value
the alternative value, defaults to 1.
- frequency
integer frequency of the regular time series, defaults to 4 (quarterly).