stsm_dates_to_interpolate: Create dates to interpolate

In autostsm: Automatic Structural Time Series Models

Create dates to interpolate

Description

Create dates to interpolate

Usage

stsm_dates_to_interpolate(y, dates, exo = NULL, interpolate)

Arguments

y	Univariate time series of data values.
dates	Vector of date values for y
exo	Matrix of exogenous variables. Can be used to specify regression effects or other seasonal effects like holidays, etc.
interpolate	Character string of how to interpolate

Value

List of the data, dates, and exo

Examples

## Not run: 
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
dates_interp = stsm_dates_to_interpolate(y = NA000334Q$y, dates = NA000334Q$date, 
interpolate = "monthly")

## End(Not run)

autostsm documentation built on June 22, 2024, 9:54 a.m.