dhr: Dynamic Harmonic Regression

In dhReg: Dynamic Harmonic Regression

Description

Building model for time series data with multiple seasonality using Dynamic Harmonic Regression

Usage

dhr(Data, Range, XREG = NULL, Frequency, Criteria = "aicc", maxp = 5,
  maxq = 5, maxd = 5)

Arguments

Data	a time series data
Range	Range of k in fourier series
XREG	independent variable if any
Frequency	seasonal frequency(can be multiple)
Criteria	can be "aicc", "aic", "bic"
maxp	maximum value of Auto regressive term in auto.arima
maxq	maximum value of Moving average term in auto.arima
maxd	maximum value of integrated term in auto.arima

Value

summary of Dynamic harmonic regression model

Examples

Data1 <- runif(runif(200,100,1000)) #To generate random number for example
Data_ts <- ts(Data1)
M <- dhr(Data=Data_ts,XREG=NULL,Range=list(1:2,1),Frequency=c(24,168),Criteria="aicc")

dhReg documentation built on Feb. 28, 2021, 5:06 p.m.