ic_default_matrix: Regression matrix with default outlier and holiday regressors...

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

Regression matrix with default outlier and holiday regressors for IC

Description

A matrix object with the default regression matrix used for the default model of IC in the factional airline model fit to the weekly initial unemployment claims data

Usage

ic_default_matrix

Format

A 940 x 69 matrix with regressors in each column. The first 10 columns are regular holidays:

ny

New Years Day Holiday

mlk

MLK Holiday

president

Presidents Day Holiday

easter

Easter Holiday

memorial

Memorial Day Holiday

july4

July 4th Holiday

labor

Labor Day Holiday

columbus

Columbus Day Holiday

veteran

Veteran's Day Holiday

thanksgiving

Thanksgiving Holiday

The next 3 columns are special holidays:

july4_wed

July 4th falls on a Wednesday

xmas_w53

Christams falls in the 53rd week

xmas_fri

Christmas falls on a Friday

The remaining columns are AO outliers in different weeks. Every week in the pandemic has an AO outlier. The outlier list is given below: AO(week 37, 2005) AO(week 38, 2005) AO(week 39, 2005) AO(week 40, 2005) AO(week 41, 2005) AO(week 1, 2006) AO(week 2, 2007) AO(week 4, 2008) AO(week 45, 2012) AO(week 35, 2017) AO(week 12, 2020) AO(week 13, 2020) AO(week 14, 2020) AO(week 15, 2020) AO(week 16, 2020) AO(week 17, 2020) AO(week 18, 2020) AO(week 19, 2020) AO(week 20, 2020) AO(week 21, 2020) AO(week 22, 2020) AO(week 23, 2020) AO(week 24, 2020) AO(week 25, 2020) AO(week 26, 2020) AO(week 27, 2020) AO(week 28, 2020) AO(week 29, 2020) AO(week 30, 2020) AO(week 31, 2020) AO(week 32, 2020) AO(week 33, 2020) AO(week 34, 2020) AO(week 35, 2020) AO(week 36, 2020) AO(week 37, 2020) AO(week 38, 2020) AO(week 39, 2020) AO(week 40, 2020) AO(week 41, 2020) AO(week 42, 2020) AO(week 43, 2020) AO(week 44, 2020) AO(week 45, 2020) AO(week 46, 2020) AO(week 47, 2020) AO(week 48, 2020) AO(week 49, 2020) AO(week 50, 2020) AO(week 51, 2020) AO(week 52, 2020) AO(week 1, 2021) AO(week 2, 2021) AO(week 3, 2021) AO(week 4, 2021) AO(week 5, 2021)

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