| genhol {boiwsa} | R Documentation |
Generate Holiday Regression Variables
Description
Can be used to generate moving holiday regressors for the U. S. holidays of Easter, Labor Day, and Thanksgiving; or for Israeli Rosh Hashanah and Pesach. The variables are computed using the Easter formula in Table 2 of Findley et al. (1998). Uses calendar centring to avoid bias.
Usage
genhol(dates, holiday.dates, start = 7, end = 7)
Arguments
dates |
a vector of class "Date", containing the data dates |
holiday.dates |
a vector of class "Date", containing the occurrences of the holiday. It can be generated with as.Date(). |
start |
integer, shifts backwards the start point of the holiday. Use negative values if start is after the specified date. |
end |
integer, shifts end point of the holiday. Use negative values if end is before the specified date. |
Value
a matrix with holiday variables that can be used as a user defined variable in boiwsa().
References
Findley, D.F., Monsell, B.C., Bell, W.R., Otto, M.C. and B.C Chen (1998). New capabilities and methods of the X-12-ARIMA seasonal-adjustment program. Journal of Business & Economic Statistics, 16(2), pp.127-152.
Examples
# Creating moving holiday variable for Israeli Rosh Hashanah
data(gasoline.data)
data(holiday_dates_il) # dates of Israeli Rosh Hashanah and Pesach
movehol=genhol(gasoline.data$date,holiday.dates = holiday_dates_il$rosh)