common_xregs: Common exogenous regressors

common_xregsR Documentation

Common exogenous regressors

Description

These special functions provide interfaces to more complicated functions within the model formulae interface.

Usage

common_xregs

Specials

trend

The trend special includes common linear trend regressors in the model. It also supports piecewise linear trend via the knots argument.

trend(knots = NULL, origin = NULL)
knots A vector of times (same class as the data's time index) identifying the position of knots for a piecewise linear trend.
origin An optional time value to act as the starting time for the trend.

season

The season special includes seasonal dummy variables in the model.

season(period = NULL)
period The periodic nature of the seasonality. This can be either a number indicating the number of observations in each seasonal period, or text to indicate the duration of the seasonal window (for example, annual seasonality would be "1 year").

fourier

The fourier special includes seasonal fourier terms in the model. The maximum order of the fourier terms must be specified using K.

fourier(period = NULL, K, origin = NULL)
period The periodic nature of the seasonality. This can be either a number indicating the number of observations in each seasonal period, or text to indicate the duration of the seasonal window (for example, annual seasonality would be "1 year").
K The maximum order of the fourier terms.
origin An optional time value to act as the starting time for the fourier series.

fabletools documentation built on Oct. 12, 2023, 1:07 a.m.