gethol: Generates holiday regressors from holiday dates

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Generates holiday regressors from holiday dates

Description

Notes: this version presumes start.date and end.date are in separate years

Usage

gethol(hol.dates, hol.fore, hol.aft, start.date, end.date)

Arguments

hol.dates	List of dates in month-day-year format; this is a matrix with one row for each holiday date, and 3 columns for month, day in month, and year
hol.fore	Number of days before holiday, where effect begins
hol.aft	Number of days after holiday, where effect ends
start.date	Start date of time series in month-day-year format, a 3-element vector
end.date	End date of time series in month-day-year format, a 3-element vector

Value

subset.hol.reg: regressors corresponding to the holiday effect, with an activity window determined by hol.fore and hol.aft, and at dates between start.date and end.date

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.