SeasComponent {pdR} | R Documentation |
Generate a data matrix of seasonal components
Description
Generate a data matrix of seasonal components, having two pattern cycles.
Usage
SeasComponent(wts, type)
Arguments
wts |
A univeriate time series with monthly or quarterly frequency. |
type |
Types of patterns of seasonal cycle. |
Details
This function generates data matrix for controlling the pattern of seasonal cycles. type="dummyCycle" generates DUMMY variables with season frequency. type="trgCycle" generates trigonometric pattern.
Value
A dataframe returns. Number of columns is determined by frequency.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, modifed from Javier Lopez-de-Lacalle
References
Barsky, Robert B. and Jeffrey A. Miron (1989) The Seasonal Cycle and the Business Cycle. Journal of Political Economy, 97 (3): 503-32.
Granger, Clive William John and Newbold, Paul (1986) Forecasting Economic Time Series. 2nd edition. Published by New Milford, Connecticut, U.S.A.: Emerald Group Pub Ltd.
Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R
Examples
data(inf_Q)
y=inf_Q[,2]
SeasComponent(y,type="dummyCycle")
SeasComponent(y,type="trgCycle")