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Auxiliary function that creates periodicity dummies (e.g. seasonal dummies) for regular time series. The function is similar to, but more general than, the seasonaldummy
function in the package forecast.
periodicdummies(x, values=1)
A matrix of class zoo
with periodicity dummies
a regular time series (vector or matrix)
numeric of length 1 (default) or numeric vector of length equal to frequency(x)
Genaro Sucarrat, http://www.sucarrat.net/
is.regular
, zooreg
, zoo
, ts
##quarterly dummies:
x <- zooreg(rnorm(30), start=2000, frequency=4)
periodicdummies(x)
##monthly dummies:
y <- zooreg(rnorm(30), start=c(2000,1), frequency=12)
periodicdummies(y)
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