periodic.dummies: Periodic dummies and contrasts

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periodic.dummiesR Documentation

Periodic dummies and contrasts

Description

Periodic dummies and contrasts

Usage

periodic.dummies(frequency, start, length, s)

periodic.contrasts(frequency, start, length, s)

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.


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