fourier_series: Fourier terms for modeling seasonality

View source: R/seasonal.R

fourier_seriesR Documentation

Fourier terms for modeling seasonality

Description

Returns a matrix containing terms from a Fourier series, up to order K

Usage

fourier_series(dates, period = NULL, K = NULL)

Arguments

dates

a Date vector representing the length of the series for which the fourier terms are required.

period

frequency of the underlying series, if NULL will try to infer it from the difference in the Date vector.

K

maximum order of the Fourier terms.

Value

A matrix of size N (length of dates) by 2*K.


tsaux documentation built on April 4, 2025, 3:08 a.m.