set_easter: Set Easter Specification

View source: R/regarima_spec.R

set_easterR Documentation

Set Easter Specification

Description

Set Easter Specification

Usage

set_easter(
  x,
  enabled = NA,
  julian = NA,
  duration = NA,
  test = c(NA, "Add", "Remove", "None"),
  coef = NA,
  coef.type = c(NA, "Estimated", "Fixed"),
  type = c(NA, "Unused", "Standard", "IncludeEaster", "IncludeEasterMonday")
)

Arguments

x

the specification.

enabled

a logical indicating if the program considers the Easter effect in the model.

julian

a logical indicating if the program uses the Julian Easter (expressed in Gregorian calendar).

duration

a numeric indicating the duration of the Easter effect (length in days, between 1 and 20).

test

defines the pre-tests for the significance of the Easter effect based on the t-statistic (the Easter effect is considered as significant if the t-statistic is greater than 1.96): "Add" = the Easter effect variable is not included in the initial regression model but can be added to the RegARIMA model after the test; "Remove" = the Easter effect variable belongs to the initial regression model but can be removed from the RegARIMA model after the test; "None" = the Easter effect variable is not pre-tested and is included in the model.

coef

to set the coefficient of the easter regressor.

coef.type

a character defining the easter regressor coefficient estimation procedure. Possible procedures are: "Estimated" = coefficient is estimated, "Fixed" = the coefficients is fixed.

type

(TRAMO specific) a character that specifies the presence and the length of the Easter effect: "Unused" = the Easter effect is not considered; "Standard" = influences the period of n days strictly before Easter Sunday; "IncludeEaster" = influences the entire period (n) up to and including Easter Sunday; "IncludeEasterMonday" = influences the entire period (n) up to and including Easter Monday.


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