holiday {bsts}R Documentation

Specifying Holidays

Description

Specify holidays for use with holiday state models.

Usage


FixedDateHoliday(holiday.name,
                 month = base::month.name,
                 day,
                 days.before = 1,
                 days.after = 1)

NthWeekdayInMonthHoliday(holiday.name,
                         month = base::month.name,
                         day.of.week = weekday.names,
                         week.number = 1,
                         days.before = 1,
                         days.after = 1)

LastWeekdayInMonthHoliday(holiday.name,
                          month = base::month.name,
                          day.of.week = weekday.names,
                          days.before = 1,
                          days.after = 1)

NamedHoliday(holiday.name = named.holidays,
             days.before = 1,
             days.after = 1)

DateRangeHoliday(holiday.name,
                 start.date,
                 end.date)

Arguments

holiday.name

A string that can be used to label the holiday in output.

month

A string naming the month in which the holiday occurs. Unambiguous partial matches are acceptable. Capitalize the first letter.

day

An integer specifying the day of the month on which the FixedDateHoliday occurs.

day.of.week

A string giving the day of the week on which the holiday occurs.

week.number

An integer specifying the week of the month on which the NthWeekdayInMonthHoliday occurs.

days.before

An integer giving the number of days of influence that the holiday exerts prior to the actual holiday.

days.after

An integer giving the number of days of influence that holiday exerts after the actual holiday.

named.holidays

A character vector containing one or more recognized holiday names.

start.date

A vector of starting dates for the holiday. Each instance of the holiday in the training data or the forecast period must be represented by an element in this vector. Thus if this is an annual holiday and, there are 10 years of training data, and a 1-year forecast is needed, then this will be a vector of length 11.

end.date

A vector of ending dates for the holiday. Each date must occur on or after the corresponding element of start.date, and end.date[i] must come before start.date[i+1].

Value

Each function returns a list containing the information from the function arguments, formatted as expected by the underlying C++ code. State models that focus on holidays, such as AddRandomWalkHoliday, AddRegressionHoliday, and AddHierarchicalRegressionHoliday, will expect one or more holiday objects as arguments.

Author(s)

Steven L. Scott steve.the.bayesian@gmail.com

See Also

AddRandomWalkHoliday, AddRegressionHoliday, AddHierarchicalRegressionHoliday

Examples


july4 <- FixedDateHoliday("July4", "July", 4)
memorial.day <- LastWeekdayInMonthHoliday("MemorialDay", "May", "Monday")
labor.day <- NthWeekdayInMonthHoliday("LaborDay", "September", "Monday", 1)
another.way.to.get.memorial.day <- NamedHoliday("MemorialDay")
easter <- NamedHoliday("Easter")
winter.olympics <- DateRangeHoliday("WinterOlympicsSince2000",
                     start = as.Date(c("2002-02-08",
                                        "2006-02-10",
                                        "2010-02-12",
                                        "2014-02-07",
                                        "2018-02-07")),
                     end = as.Date(c("2002-02-24",
                                     "2006-02-26",
                                     "2010-02-28",
                                     "2014-02-23",
                                     "2018-02-25")))


[Package bsts version 0.9.6 Index]