autostsm (version 3.1.4)

stsm_dates_to_interpolate: Create dates to interpolate

Description

Create dates to interpolate

Usage

stsm_dates_to_interpolate(y, dates, exo = NULL, interpolate)

Value

List of the data, dates, and exo

Arguments

y

Univariate time series of data values.

dates

Vector of date values for y

exo

Matrix of exogenous variables. Can be used to specify regression effects or other seasonal effects like holidays, etc.

interpolate

Character string of how to interpolate

Examples

if (FALSE) {
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
dates_interp = stsm_dates_to_interpolate(y = NA000334Q$y, dates = NA000334Q$date, 
interpolate = "monthly")
}