tfarima (version 0.1.1)

easter: Easter effect

Description

easter extends the ARIMA model um by including a regression variable to capture the Easter effect.

Usage

easter(um, ...)
# S3 method for um
easter(um, z = NULL, n.ahead = 0, ...)

Arguments

um

an object of class um.

...

additional arguments.

z

a time series.

n.ahead

a positive integer to extend the sample period of the Easter regression variable with n.ahead observations, which could be necessary to forecast the output.

Value

An object of class "tfm".

Examples

# NOT RUN {
Y <- rsales
um1 <- um(Y, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
tfm1 <- easter(um1)
# }