longTermMean: Long-term means of a calendar

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

Long-term means of a calendar

Description

Long-term means of a calendar

Usage

longTermMean(calendar, frequency, groups = c(1, 2, 3, 4, 5, 6, 0), holiday = 7)

Arguments

calendar	The calendar.
frequency	Annual frequency (divisor of 12).
groups	Groups of days. The length of the array must be 7. It indicates to what group each week day belongs. The first item corresponds to Mondays and the last one to Sundays. The group used for contrasts (usually Sundays) is identified by 0. The other groups are identified by 1, 2,... n (<= 6). For instance, usual trading days are defined by c(1,2,3,4,5,6,0), week days by c(1,1,1,1,1,0,0), week days, Saturdays, Sundays by c(1,1,1,1,1,2,0) etc...
holiday	Day for holidays (holidays are considered as that day). 1 for Monday... 7 for Sunday. Doesn't necessary belong to the 0-group.

Value

The long term means corresponding to each group/period, starting with the 0-group.

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