seasonaldummy | R Documentation |
seasonaldummy
returns a matrix of dummy variables suitable for use in
Arima
, auto.arima
or tslm
. The
last season is omitted and used as the control.
seasonaldummy(x, h = NULL)
seasonaldummyf(x, h)
x |
Seasonal time series: a |
h |
Number of periods ahead to forecast (optional) |
seasonaldummyf
is deprecated, instead use the h
argument in
seasonaldummy
.
The number of dummy variables is determined from the time series
characteristics of x
. When h
is missing, the length of
x
also determines the number of rows for the matrix returned by
seasonaldummy
. the value of h
determines the number of rows
for the matrix returned by seasonaldummy
, typically used for
forecasting. The values within x
are not used.
Numerical matrix.
Rob J Hyndman
fourier
plot(ldeaths)
# Using seasonal dummy variables
month <- seasonaldummy(ldeaths)
deaths.lm <- tslm(ldeaths ~ month)
tsdisplay(residuals(deaths.lm))
ldeaths.fcast <- forecast(deaths.lm,
data.frame(month=I(seasonaldummy(ldeaths,36))))
plot(ldeaths.fcast)
# A simpler approach to seasonal dummy variables
deaths.lm <- tslm(ldeaths ~ season)
ldeaths.fcast <- forecast(deaths.lm, h=36)
plot(ldeaths.fcast)
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