| holidays {dsa} | R Documentation |
Data set for frequently used regressors
Description
Daily time series in xts format containing many regressors for holidays potentially used in the adjustment of daily time series
Usage
holidays
Format
An xts data set containing 131 regressors for the time span 1950 to 2075:
- AllSaints
AllSaints, Nov 1
- Ascension
Ascension
- AscensionAft1Day
Captures the first day after Ascension
- AscensionBef1Day
Captures the last day before Ascension
- AssumptionOfMary
Assumption of Mary, Aug 15
- Aug15ZZZ
Captures if Assumption of Mary, Aug 15, is a certain weekday (Monday to Sunday)
- Base
Regressor made up of 0s, can be used to create other regressors
- BoxingDay
Boxing Day, Dec 26
- CarnivalMonday
Carnival Monday
- ChristmasDay
Christmas Day, Dec 25
- ChristmasEve
Christmas Eve, Dec 24
- CorpusChristi
Corpus Christi
- CorpusChristiAft1Day
Captures the first day after Corpus Christi
- CorpusChristiBef1Day
Captures the last day before Corpus Christi
- Dec24ZZZ
Captures if Dec 24 is a certain weekday (Monday to Sunday)
- Dec25ZZZ
Captures if Dec 25 is a certain weekday (Monday to Sunday)
- Dec26ZZZ
Captures if Dec 26 is a certain weekday (Monday to Sunday)
- Dec31ZZZ
Captures if Dec 31 is a certain weekday (Monday to Sunday)
- Dst
Daylight Saving Time, Spring=-1, Autumn=1
- DstAutumn
Daylight Saving Time, Autumn=1
- DstSpring
Daylight Saving Time, Spring=1
- EasterMonday
Easter Monday
- EasterMondayAft1Day
Captures the first day after Easter Monday
- EasterPeriod
Captures all days from Holy Thursday to Easter Monday
- EasterSunday
Easter Sunday
- Epiphany
Epiphany, Jan 6
- GermanUnity
German Unity, Oct 3
- GoodFriday
Good Friday
- HolyThursday
Holy Thursday
- HolySaturday
Holy Saturday
- Jan1ZZZ
Captures if Jan 1 is a certain weekday (Monday to Sunday)
- Jan6ZZZ
Captures if Jan 1 is a certain weekday (Monday to Sunday)
- LabourDay
Labour Day, May 1
- LabourBridge
Captures the bridge days created by May 1, i.e. if surrounding days are either a Monday or Friday
- MardiGras
Mardi Gras
- May1ZZZ
Captures if Labour Day, May 1, is a certain weekday (Monday to Sunday)
- NewYearsDay
New Years Day, Jan 1
- NewYearsEve
New Years Eve, Dec 31
- Nov1ZZZ
Captures if Nov 1 is a certain weekday (Monday to Sunday)
- Nov1Bridge
Captures the bridge days created by Nov 1, i.e. if surrounding days are either a Monday or Friday
- Oct3ZZZ
Captures if German Unity, Oct 3, is a certain weekday (Monday to Sunday)
- Oct3Bridge
Captures the bridge days created by Nov 1, i.e. if surrounding days are either a Monday or Friday
- Oct31ZZZ
Captures if Reformation Day, Oct 31, is a certain weekday (Monday to Sunday)
- Oct31Bridge
Captures the bridge days created by Reformation Day, i.e. if surrounding days are either a Monday or Friday
- Pentecost
Pentecost Monday
- PentecostAft1Day
Captures the first day after Pentecost Monday
- PentecostBef1Day
Captures the last day before Pentecost Monday
- PentecostMonday
Alias for Pentecost Monday
- PentecostPeriod
Period spanning three days from Pentecost Sunday to Tuesday after Pentecost Monday
- PostNewEveSat1w
Captures Saturdays in the period from Dec 31 to Jan 6
- PostNewEveSun1w
Captures Sundays in the period from Dec 31 to Jan 6
- PostXmasSat1w
Captures Saturdays in the period from Dec 27 to Jan 2
- PostXmasSun1w
Captures Sundays in the period from Dec 27 to Jan 2
- PostXmasSat10d
Captures Saturdays in the period from Dec 27 to Jan 5
- PostXmasSun10d
Captures Sundays in the period from Dec 27 to Jan 5
- PreXmasSat3d
Captures Saturdays in the three days leading up to Christmas
- PreXmasSun3d
Captures Sundays in the three days leading up to Christmas
- ReformationDay
Reformation Day, Oct 31
- ReformationDay2017
Reformation Day, Oct 31 2017 (National holiday that year)
- XmasPeriodZZZ
Captures weekdays (Monday to Sunday) in the Christmas period from Dec 21 to Jan 5
Author(s)
Daniel Ollech
Source
Own calculations