seasonal-dummies-cycles: Seasonal Dummies and Seasonal Cycles

In uroot: Unit Root Tests for Seasonal Time Series

Seasonal Dummies and Seasonal Cycles

Description

Generate variables of seasonal dummies and seasonal cycles.

Usage

seasonal.dummies(x)
seasonal.cycles(x)

Arguments

x	a univariate seasonal time series.

Value

A multivariate time series containing the dummies or cycles by columns.

Examples

# In terms of model fitting
# both sets of variables are equivalent
x <- diff(log(AirPassengers))
sd <- seasonal.dummies(x)
fit1 <- lm(x ~ sd[,-1])
summary(fit1)
sc <- seasonal.cycles(x)
fit2 <- lm(x ~ sc)
summary(fit1)
all.equal(fitted(fit1), fitted(fit2))

uroot documentation built on May 29, 2024, 8:11 a.m.