seasonalbreaks: Title

In palatej/rjdsts: STS models based on JD+

Description

Title

Usage

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

Arguments

y
level	-1 = no level, 0 = fixed level, 1 = sotchastic level
slope
noise
seasonal	Seasonal model
X	Regression variables (same length as y) or NULL
X.td	Specification for trading days clustering. Contains thr group id fo 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/rjdsts documentation built on Oct. 20, 2020, 5:34 p.m.