sdummies {tfarima}

Seasonal dummies

Description

sdummies creates an full set of seasonal dummies.

Usage

sdummies(Y, ref = 1, constant = FALSE, n.ahead = 0)

Arguments

Y

an object of class ts used to determine the sample period and frequency.

ref

the reference season, positive integer

constant

logical indicator to include a column of ones.

n.ahead

number of additional observations to extend the sample period.

Value

A matrix of trigonometric variables.

Examples

Y <- AirPassengers
P58 <- sincos(Y)