gen_air_projected_factors: Generate projected seasonal (and holiday) adjustment factors

In bcmonsell/airutilities: Support routines for fractional airline decomposition routines in the rjd3highfreq package

Generate projected seasonal (and holiday) adjustment factors

Description

Generates projected adjustment factors from the decomposition of the fractional airline model R routines

Usage

gen_air_projected_factors(
  this_est,
  this_decomp,
  this_xtype,
  this_x = NULL,
  this_log = TRUE,
  nfcasts = 104,
  return_series = "combined",
  return_xts = FALSE
)

Arguments

this_est	A list object generated by the estimation procedure of the fractional airline model; the regression matrix should not be extended with forecasts.
this_decomp	A list object generated by the decomposition procedure of the fractional airline model; the nfcasts option should have been specified.
this_xtype	Character vector; Type of regressor used for including regression effects into components ('hol' for holiday, 'ao' for point outliers, 'ls' for level change outliers).
this_x	Character vector; regression matrix.
this_log	Logical scalar; set to TRUE if the log transformation is used in the decomposition, FALSE otherwise. Default: TRUE
nfcasts	Integer scalar; number of projected adjustment factors; should match the nfcasts argument used to generate the decomposition.
return_series	Character scalar; component returned by the routine. Default is "combined"; other possible choices are "seasonal" and "holiday".
return_xts	Logical scalar; return projected factors of type return_series as an xts time series object. Default is FALSE. If TRUE, this_x must be an xts time series object.

Value

Array of projected adjustment factors from the fractional airline decomposition

Examples

ic_est <-
   rjd3highfreq::fractionalAirlineEstimation(ic_obs, periods=c(365.25/7),
                                             x=ic_default_matrix)
ic_decomp <-
   rjd3highfreq::fractionalAirlineDecomposition(ic_est$model$linearized, 365.25/7, 
                                                stde = TRUE, nfcasts = 104)
ic_xtype <- c(rep('hol', 13), rep('ao', 40))
ic_proj_seasonal <- 
   gen_air_projected_factors(ic_est, ic_decomp,
                      this_xtype = ic_xtype,
                      this_x     = ic_holiday_matrix_fcst,
                      this_log = FALSE, nfcasts = 104)

bcmonsell/airutilities documentation built on May 16, 2022, 3:23 p.m.