seasonaldummy

0th

Percentile

Seasonal dummy variables

Returns matrix of dummy variables suitable for use in arima or lm. The last season is omitted and used as the control.

Keywords
ts
Usage
seasonaldummy(x)
seasonaldummyf(x,h)
Arguments
x
Seasonal time series
h
Number of periods ahead to forecast
Value

  • Numerical matrix with number of rows equal to the length(x) and number of columns equal to frequency(x)-1.

Aliases
  • seasonaldummy
  • seasonaldummyf
Examples
plot(ldeaths)
plot(ldeaths)
month <- seasonaldummy(ldeaths)
deaths.lm  <- lm(ldeaths ~ month)
tsdisplay(residuals(deaths.lm))
ldeaths.fcast <- predict(deaths.lm,
   data.frame(month=I(seasonaldummyf(ldeaths,36))),
   se.fit=TRUE)
Documentation reproduced from package forecast, version 2.01, License: GPL (>= 2)

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