seasdummy

Create binary or trigonometric seasonal dummies.

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Nikolaos Kourentzes

tsutils

Time Series Exploration, Modelling and Forecasting

Ivan Svetunkov

Oliver Schaer

seasdummy function

<dl><dt>n</dt>
<dd>number of observations to create.</dd>
<dt>m</dt>
<dd>seasonal periodicity. If <code>NULL</code> it will take the information from the provided time series (<code>y</code> argument). See notes.</dd>
<dt>y</dt>
<dd>this is an optional time series input that can be used to get seasonal periodicity (<code>m</code>) and the start point.</dd>
<dt>type</dt>
<dd>type of seasonal dummies to create.<ul>
<li><code>"bin}: binary dummies.
\item \code{"trg</code>: trigonometric dummies. See notes.</li>
</ul></dd>
<dt>full</dt>
<dd>If full is <code>TRUE</code>, then keeps the m-th dummy that is co-linear to the rest. See notes.</dd></dl>

Arguments

Nikolaos Kourentzes, <a href="/link/nikolaos%40kourentzes.com?package=tsutils&version=0.9.4" data-mini-rdoc="tsutils::nikolaos@kourentzes.com">nikolaos@kourentzes.com</a>

Author

Create seasonal dummy variables. — seasdummy

<dl>

<dt>n</dt>
<dd>number of observations to create.</dd>


<dt>m</dt>
<dd>seasonal periodicity. If <code>NULL</code> it will take the information from the provided time series (<code>y</code> argument). See notes.</dd>


<dt>y</dt>
<dd>this is an optional time series input that can be used to get seasonal periodicity (<code>m</code>) and the start point.</dd>


<dt>type</dt>
<dd>type of seasonal dummies to create.<ul>
<li><code>"bin}: binary dummies.
\item \code{"trg</code>: trigonometric dummies. See notes.</li>
</ul></dd>


<dt>full</dt>
<dd>If full is <code>TRUE</code>, then keeps the m-th dummy that is co-linear to the rest. See notes.</dd>

</dl>

Nikolaos Kourentzes, <a href='mailto:nikolaos@kourentzes.com'>nikolaos@kourentzes.com</a>

seasdummy: Create seasonal dummy variables.

Description

Usage

Value

Arguments

Author

Examples