ec.datadet2 {cif}

prepares deterministics D^(2)

Description

Prepares deterministic dummies for de-meaned daily seasonal and difference point dummies

Usage

ec.datadet2(det1, booseas = NA, pntdates = NA)

Arguments

det1

is the det term with constant and trend created by ec.datadet1.R

booseas

is a boolean for daily seasonal dummies

pntdates

is a vector of integers where the point dummies should be

Value

det2mat a matrix with the following columns (daily_seas, point_dummies) and n+npred rows

Author(s)

P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio

References

Berta et al. 2020