sincos

`sincos()` creates a full set of seasonal trigonometric regressors
(cos/sin harmonics) for a seasonal frequency.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

sincos function

<dl><dt>Y</dt>
<dd>A seasonal `ts` object.</dd>
<dt>n.ahead</dt>
<dd>Integer. Extra observations to extend the sample.</dd>
<dt>constant</dt>
<dd>Logical. If `TRUE`, include an intercept column.</dd></dl>

Arguments

Trigonometric variables — sincos

<dl>

<dt>Y</dt>
<dd>A seasonal `ts` object.</dd>


<dt>n.ahead</dt>
<dd>Integer. Extra observations to extend the sample.</dd>


<dt>constant</dt>
<dd>Logical. If `TRUE`, include an intercept column.</dd>

</dl>

sincos: Trigonometric variables

Description

Usage

Value

Arguments

Examples