I am trying to create a code that does the following: when the value of z is greater than 2 then assign the value 1 until the value of z crosses zero and when the value of z is less than -2 then assign the value -1 until z crosses zero else give zeros. This is a small example but of course I don't want this result.
ifelse(z>2,1,ifelse(z<(-2),(-1),0))```
[1] 0 0 0 1 1 1 1 0 0 0 0 0 0 0 0 -1 -1 0 0 0 0 0
I want the result like this
[1] 0,0,0,1,1,1,1,1,1,1,1,0,0,0,0,-1,-1,-1,0,0,0,0
By the way the data I use is in XTS format if it helps.
Thanks in advance
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