forecast: seasonaldummy – R documentation

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seasonaldummy

Seasonal dummy variables

Description

seasonaldummy returns a matrix of dummy variables suitable for use in Arima, auto.arima or tslm. The last season is omitted and used as the control.

Usage

seasonaldummy(x, h = NULL)

seasonaldummyf(x, h)

Arguments

`x`	Seasonal time series: a `ts` or a `msts` object
`h`	Number of periods ahead to forecast (optional)

Details

seasonaldummyf is deprecated, instead use the h argument in seasonaldummy.

The number of dummy variables is determined from the time series characteristics of x. When h is missing, the length of x also determines the number of rows for the matrix returned by seasonaldummy. the value of h determines the number of rows for the matrix returned by seasonaldummy, typically used for forecasting. The values within x are not used.

Value

Numerical matrix.

Author(s)

Rob J Hyndman

Examples

plot(ldeaths)

# Using seasonal dummy variables
month <- seasonaldummy(ldeaths)
deaths.lm  <- tslm(ldeaths ~ month)
tsdisplay(residuals(deaths.lm))
ldeaths.fcast <- forecast(deaths.lm,
    data.frame(month=I(seasonaldummy(ldeaths,36))))
plot(ldeaths.fcast)

# A simpler approach to seasonal dummy variables
deaths.lm  <- tslm(ldeaths ~ season)
ldeaths.fcast <- forecast(deaths.lm, h=36)
plot(ldeaths.fcast)

forecast

Forecasting Functions for Time Series and Linear Models

v8.14

GPL-3

Authors

Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), George Athanasopoulos [aut], Christoph Bergmeir [aut] (<https://orcid.org/0000-0002-3665-9021>), Gabriel Caceres [aut], Leanne Chhay [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Fotios Petropoulos [aut] (<https://orcid.org/0000-0003-3039-4955>), Slava Razbash [aut], Earo Wang [aut], Farah Yasmeen [aut] (<https://orcid.org/0000-0002-1479-5401>), R Core Team [ctb, cph], Ross Ihaka [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang [ctb] (<https://orcid.org/0000-0001-5243-233X>), Zhenyu Zhou [ctb]

Initial release