hannes101

Matrix A with 2 Chebyshev dimensions

 0.02512,-0.004737,0.007601,-0.04078, -0.6924, -0.7038,  0.0211,  0.1069, 0.08342,
 -0.4515,  -1.702,   -1.86,  0.9796,   21.03,   20.92,  -0.609,  -4.458,   -4.45,
   0.603,   2.267,   2.472,  -1.238,  -26.91,  -26.75,  0.6754,   3.956,   3.954,
-0.08095, -0.2813, -0.3053,  0.1189,   2.771,   2.747,-0.0006015,  0.7651,  0.7647,
0.003696, -0.2972, -0.2867, 0.05323,   1.626,   1.576,-0.07115,  -0.929, -0.9989,
 0.01021,  0.3455,  0.3393,-0.07593,  -2.139,  -2.085, 0.07575,  0.8628,  0.9324,
 -0.1153, -0.5003, -0.5348,  0.2221,   5.071,   5.026, -0.0905, -0.1657, -0.1841,
 0.08565,  0.1868,  0.2132,-0.08094,   -1.91,  -1.899,-0.07192,  -1.812,  -1.834,

hannes101

library(data.table)

myDt <- cbind(
               "Dt1" = as.numeric(ifelse( dt.myVariables[,c("Date"), with=FALSE] > "2008-12-18" &
                                  dt.myVariables[,c("Date"), with=FALSE] < "2010-12-07", 1 , 0)),
               "Dt2" =as.numeric(ifelse( dt.myVariables[,c("Date"), with=FALSE] > "2010-12-07", 1 , 0))
              )

#Ijt - the indicator dummy which is only 1 on the break date