Generate a data matrix of seasonal components, having two pattern cycles.
A univeriate time series with monthly or quarterly frequency.
Types of patterns of seasonal cycle.
This function generates data matrix for controlling the pattern of seasonal cycles. type="dummyCycle" generates DUMMY variables with season frequency. type="trgCycle" generates trigonometric pattern.
A dataframe returns. Number of columns is determined by frequency.
Ho Tsungwu <[email protected]>, modifed from Javier Lopez-de-Lacalle
Barsky, Robert B. and Jeffrey A. Miron (1989) The Seasonal Cycle and the Business Cycle. Journal of Political Economy, 97 (3): 503-32.
Granger, Clive William John and Newbold, Paul (1986) Forecasting Economic Time Series. 2nd edition. Published by New Milford, Connecticut, U.S.A.: Emerald Group Pub Ltd.
Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R
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