tfarima (version 0.3.2)

easter: 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 um
easter(
  um,
  z = NULL,
  len = 4,
  easter.mon = FALSE,
  n.ahead = 0,
  envir = NULL,
  ...
)

Arguments

um

an object of class um.

...

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 n.ahead observations, which could be necessary to forecast the output.

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

# NOT RUN {
Y <- rsales
um1 <- um(Y, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
tfm1 <- easter(um1)
# }