easter.variable: Easter regressors

View source: R/variables.R

easter.variableR Documentation

Easter regressors

Description

Easter regressors

Usage

easter.variable(
  frequency,
  start,
  length,
  s,
  duration = 6,
  endpos = -1,
  correction = c("Simple", "PreComputed", "Theoretical", "None")
)

julianeaster.variable(frequency, start, length, s, duration = 6)

Arguments

frequency

Annual frequency (divisor of 12).

start, length

First date (array with the first year and the first period) (for instance c(1980, 1)) and number of periods of the output variables. Can also be provided with the s argument

s

time series used to get the dates for the trading days variables. If supplied the parameters frequency, start and length are ignored.

duration

Duration (length in days) of the Easter effect.

endpos

Position of the end of the Easter effect, relatively to Easter.

correction

mean correction option.


palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.