lp_variable: Leap Year regressor

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Leap Year regressor

Description

Allows to generate a regressor correcting for the leap year or length-of-period effect.

Usage

lp_variable(
  frequency,
  start,
  length,
  s,
  type = c("LeapYear", "LengthOfPeriod")
)

Arguments

frequency	Frequency of the series, number of periods per year (12,4,3,2..)
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.
type	the modelling of the leap year effect: as a contrast variable (type = "LeapYear", default) or by a length-of-month (or length-of-quarter; type = "LengthOfPeriod").

Value

Time series (object of class "ts")

References

More information on calendar correction in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/a-calendar-correction

See Also

calendar_td

Examples

# Leap years occur in year 2000, 2004, 2008 and 2012
lp_variable(4, start = c(2000, 1), length = 4 * 13)
lper <- lp_variable(12, c(2000, 1), length = 10 * 12, type = "LengthOfPeriod")

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.