periodicdummies: Make matrix of periodicity (e.g. seasonal) dummies

In gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Make matrix of periodicity (e.g. seasonal) dummies

Description

Auxiliary function that generates periodicity dummies (e.g. seasonal dummies) for regular time series. The function is similar to, but more general than, the seasonaldummy function in the forecast package.

Usage

periodicdummies(x, values=1)

Arguments

x	a regular time series (vector or matrix)
values	numeric of length 1 (default) or numeric vector of length equal to frequency(x)

Value

A matrix of class zoo with the periodicity dummies

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

is.regular, zooreg, zoo, ts

Examples

##quarterly dummies:
x <- zooreg(rnorm(30), start=2000, frequency=4)
periodicdummies(x)

##monthly dummies:
y <- zooreg(rnorm(30), start=c(2000,1), frequency=12)
periodicdummies(y)

gets documentation built on Oct. 10, 2022, 1:06 a.m.