Description Usage Arguments Value Author(s) See Also Examples

The function creates a matrix of the first m pairs of harmonic functions for fitting a harmonic trend (cosine-sine trend, Fourier regresssion) models with the response being x, a time series.

1 | ```
harmonic(x, m = 1)
``` |

`x` |
a time series |

`m` |
the number of pairs of harmonic functions to be created; 2m must be less than or equal to the frequency of x |

a matrix consisting of *\cos(2k π t), \sin(2k π t), k=1,2,...,m,*
excluding any zero functions.

Kung-Sik Chan

1 2 3 4 5 |

```
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-17. For overview type 'help("mgcv-package")'.
Loading required package: tseries
Attaching package: 'TSA'
The following objects are masked from 'package:stats':
acf, arima
The following object is masked from 'package:utils':
tar
Call:
lm(formula = tempdub ~ har.)
Residuals:
Min 1Q Median 3Q Max
-11.1580 -2.2756 -0.1457 2.3754 11.2671
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 46.2660 0.3088 149.816 < 2e-16 ***
har.cos(2*pi*t) -26.7079 0.4367 -61.154 < 2e-16 ***
har.sin(2*pi*t) -2.1697 0.4367 -4.968 1.93e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 3.706 on 141 degrees of freedom
Multiple R-squared: 0.9639, Adjusted R-squared: 0.9634
F-statistic: 1882 on 2 and 141 DF, p-value: < 2.2e-16
```

TSA documentation built on July 2, 2018, 1:04 a.m.

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