stock_td: Trading day Regressor for Stock series
In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'
stock_td R Documentation
Trading day Regressor for Stock series
Description
Allows to generate a specific regressor for correcting trading days effects in Stock series.
Usage
stock_td(frequency, start, length, s, w = 31)
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.
w
indicates day of the month when inventories and other stocks are reported.
(to denote the last day of the month enter 31).
Details
The regressor will have the value -1 if the w-th day is a Sunday, 1 if it is a Monday as 0 otherwise.
Value
Time series (object of class c("ts","mts","matrix")).
References
More information on calendar correction in JDemetra+ online documentation:
https://jdemetra-new-documentation.netlify.app/a-calendar-correction
See Also
calendar_td
palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.
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| stock_td | R Documentation |
Trading day Regressor for Stock series
Description
Allows to generate a specific regressor for correcting trading days effects in Stock series.
Usage
stock_td(frequency, start, length, s, w = 31)
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 |
s |
time series used to get the dates for the trading days variables. If supplied the
parameters |
w |
indicates day of the month when inventories and other stocks are reported. (to denote the last day of the month enter 31). |
Details
The regressor will have the value -1 if the w-th day is a Sunday, 1 if it is a Monday as 0 otherwise.
Value
Time series (object of class c("ts","mts","matrix")).
References
More information on calendar correction in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/a-calendar-correction
See Also
calendar_td
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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