[R] extracting year an month from ts data set

Gabor Grothendieck ggrothendieck at gmail.com
Wed Nov 28 03:42:13 CET 2007


If x is your series cycle(x) gives the months and floor(time(x)) gives
the years.

On Nov 27, 2007 7:57 PM, Richard Saba <sabaric at charter.net> wrote:
> 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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