find_opt {boiwsa}

Find optimal number of fourier variables

Description

Searches through the model space to identify the best number of trigonometric variables, with the lowest AIC, AICc or BIC value.

Usage

find_opt(
  x,
  dates,
  H = NULL,
  AO = NULL,
  method = "additive",
  l.max = 24,
  k.max = 42,
  by = 6
)

Arguments

x

Numeric vector. Time series to seasonally adjust

dates

a vector of class "Date", containing the data dates

H

(optional) Matrix with holiday and trading day variables

AO

(optional) Matrix with additive outlier variables

method

Decomposition method: "additive" or "multiplicative". By default uses the additive method

l.max

maximal number of the monthly cycle variables to search for

k.max

maximal number of the yearly cycle variables to search for

by

step size in the search

Value

list with the optimal number of (yearly and monthly) fourier variables according to AIC, AICc and BIC

Examples

data(gasoline.data)

res=find_opt(x=gasoline.data$y,dates=gasoline.data$date)
print(res)