seasonalbreaks: Title

In palatej/rjdoutliers: Outliers detection with JD+

Title

Description

Title

Usage

seasonalbreaks(
  y,
  level = 1,
  slope = 1,
  noise = 1,
  seasonal = c("HarrisonStevens", "Trigonometric", "Dummy", "Crude", "Fixed", "Unused"),
  X = NULL,
  X.td = NULL
)

Arguments

y
level	-1 = no level, 0 = fixed level, 1 = stochastic level
slope
noise
seasonal	Seasonal model
X	Regression variables (same length as y) or NULL
X.td	Specification for trading days clustering. Contains the group id for Mondays... Sundays (for instance (1,1,1,1,1,0,0) for week days or (1,1,1,1,1,2,0) for week/Saturdays/Sundays variables). Contrasts are used. Can be NULL

palatej/rjdoutliers documentation built on April 13, 2024, 5:55 p.m.