toilet_paper_sales

The daily number of toilet paper packs sold in a European store in 2001 and 2002.
The <code>promo</code> variable indicates whether the product was promoted in a campaign.
Missing values correspond to the days when the store was closed.

datasets

Estimation, forecasting, and simulation of generalized
autoregressive score (GAS) models of Creal, Koopman, and Lucas (2013)
<doi:10.1002/jae.1279> and Harvey (2013) <doi:10.1017/cbo9781139540933>.
Model specification allows for various data types and distributions,
different parametrizations, exogenous variables, joint and separate modeling
of exogenous variables and dynamics, higher score and autoregressive orders,
custom and unconditional initial values of time-varying parameters, fixed
and bounded values of coefficients, and missing values. Model estimation is
performed by the maximum likelihood method.

Vladimír Holý

gasmodel

Generalized Autoregressive Score Models

toilet_paper_sales function

A data frame with columns:<dl>
 <dt>date</dt>
<dd>Date.</dd> <dt>monday</dt>
<dd>Dummy variable indicating whether it is Monday.</dd> <dt>tuesday</dt>
<dd>Dummy variable indicating whether it is Tuesday.</dd> <dt>wednesday</dt>
<dd>Dummy variable indicating whether it is Wednesday.</dd> <dt>thursday</dt>
<dd>Dummy variable indicating whether it is Thursday.</dd> <dt>friday</dt>
<dd>Dummy variable indicating whether it is Friday.</dd> <dt>saturday</dt>
<dd>Dummy variable indicating whether it is Saturday.</dd> <dt>sunday</dt>
<dd>Dummy variable indicating whether it is Sunday.</dd> <dt>promo</dt>
<dd>Dummy variable indicating whether the product is promoted.</dd> <dt>quantity</dt>
<dd>Number of packs sold.</dd>
</dl>

Format

Daily Toilet Paper Sales — toilet_paper_sales

A data frame with columns:<dl>
 <dt>date</dt>
<dd>Date.</dd>

 <dt>monday</dt>
<dd>Dummy variable indicating whether it is Monday.</dd>

 <dt>tuesday</dt>
<dd>Dummy variable indicating whether it is Tuesday.</dd>

 <dt>wednesday</dt>
<dd>Dummy variable indicating whether it is Wednesday.</dd>

 <dt>thursday</dt>
<dd>Dummy variable indicating whether it is Thursday.</dd>

 <dt>friday</dt>
<dd>Dummy variable indicating whether it is Friday.</dd>

 <dt>saturday</dt>
<dd>Dummy variable indicating whether it is Saturday.</dd>

 <dt>sunday</dt>
<dd>Dummy variable indicating whether it is Sunday.</dd>

 <dt>promo</dt>
<dd>Dummy variable indicating whether the product is promoted.</dd>

 <dt>quantity</dt>
<dd>Number of packs sold.</dd>


</dl>

toilet_paper_sales: Daily Toilet Paper Sales

Description

Usage

Arguments

Format