hfDummy: Create Dummy Variables for High-Frequency Intraday...
In ConvFuncTimeSeries/test3:

Create dummy variables for high-frequency intraday seasonality.

1 2	hfDummy(int = 1, Fopen = 10, Tend = 10, days = 1, pooled = 1, skipmin = 0)

`int`	length of time interval in minutes.
`Fopen`	number of dummies/intervals from the market open.
`Tend`	number of dummies/intervals to the market close.
`days`	number of trading days in the data.
`pooled`	a logical value indicating whether the data are pooled.
`skipmin`	the number of minites omitted from the opening.