seasdummy {tsutils}

Create seasonal dummy variables.

Description

Create binary or trigonometric seasonal dummies.

Usage

seasdummy(n, m = NULL, y = NULL, type = c("bin", "trg"), full = c(FALSE, TRUE))

Arguments

n

number of observations to create.

m

seasonal periodicity. If NULL it will take the information from the provided time series (y argument). See notes.

y

this is an optional time series input that can be used to get seasonal periodicity (m) and the start point.

type

type of seasonal dummies to create.

• "bin}: binary dummies. \item \code{"trg: trigonometric dummies. See notes.

full

If full is TRUE, then keeps the m-th dummy that is co-linear to the rest. See notes.

Value

An array with seasonal dummies, where rows correspond observations and columns to dummy variables.

Note

If the seasonal periodicity is fractional then the the type will be overriden to trigonometric and only two seasonal dummies with be produced. One cosine and one sine.

Author(s)

Nikolaos Kourentzes, [e-mail]

Examples

seasdummy(24,12)