sdummies: Seasonal dummies

In tfarima: Transfer Function and ARIMA Models

Seasonal dummies

Description

'sdummies()' creates a full set of seasonal dummies (reference-coded).

Usage

sdummies(Y, ref = 1, constant = FALSE, n.ahead = 0)

Arguments

Y	A seasonal 'ts' object.
ref	Reference season (1..frequency).
constant	Logical. If 'TRUE', include an intercept column.
n.ahead	Integer. Extra observations to extend the sample.

Value

A 'ts' matrix with seasonal dummies (and intercept if requested).

Examples

D <- sdummies(AirPassengers, ref = 1, constant = TRUE, n.ahead = 24)

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.