easter {tfarima} | R Documentation |
Easter effect
Description
easter
extends the ARIMA model um
by including a regression
variable to capture the Easter effect.
Usage
easter(um, ...)
## S3 method for class 'um'
easter(
um,
z = NULL,
len = 4,
easter.mon = FALSE,
n.ahead = 0,
envir = NULL,
...
)
Arguments
um |
an object of class |
... |
other arguments. |
z |
a time series. |
len |
a positive integer specifying the duration of the Easter. |
easter.mon |
logical. If TRUE Easter Monday is also taken into account. |
n.ahead |
a positive integer to extend the sample period of the
Easter regression variable with |
envir |
environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used. |
Value
An object of class "tfm
".
Examples
Y <- rsales
um1 <- um(Y, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
tfm1 <- easter(um1)
[Package tfarima version 0.3.2 Index]