Start with your month/year df.
library(tidyverse)
library(lubridate)
events <- tibble(month = c("JAN", "MAR", "FEB", "NOV", "AUG"),
year = c(2018, 2019, 2018, 2020, 2019))
Let's say that each of your time periods start on the first of the month.
series <- events %>%
mutate(mo1 = dmy(paste(1, month, year)))
This is what you want
R > series
# A tibble: 5 x 3
month year mo1
<chr> <dbl> <date>
1 JAN 2018 2018-01-01
2 MAR 2019 2019-03-01
3 FEB 2018 2018-02-01
4 NOV 2020 2020-11-01
5 AUG 2019 2019-08-01
These are now dates;you can use them in other analyses.