sdummies: Seasonal dummies

In gallegoj/tfarima: Transfer Function and ARIMA Models

Seasonal dummies

Description

sdummies creates an full set of seasonal dummies.

Usage

sdummies(Y, ref = 1, constant = FALSE, n.ahead = 0)

Arguments

Y	an object of class ts used to determine the sample period and frequency.
ref	the reference season, positive integer
constant	logical indicator to include a column of ones.
n.ahead	number of additional observations to extend the sample period.

Value

A matrix of trigonometric variables.

Examples

Y <- AirPassengers
P58 <- sincos(Y)

gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.