[R] dummy variable
pdalgd at gmail.com
Sun Jul 22 17:34:48 CEST 2012
On Jul 22, 2012, at 14:45 , Rui Barradas wrote:
> See if this is it.
> returns <- rnorm(10)
> dummy <- ifelse(returns < 0, -1, 0)
Sara had "1 if results are negative", so lose the minus. It is easier just to say
dummy <- as.numeric(returns < 0)
> Hope this helps
> Rui Barradas
> Em 22-07-2012 08:53, saraberta escreveu:
>> i need a little help! i must create a dummy variable to insert as external
>> regressor in the variance equation of a garch model; this dummy is referred
>> to the negative sign of returns of an asset, so it has to be 1 when returns
>> are negative and 0 when they are positive, and in my model the dummy is
>> multiplied by another time series, the daily range. (have i explained
>> thank's a lot
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> R-help at r-project.org mailing list
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Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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