sdummies

an object of class <code>ts</code> used to determine the sample period and
frequency.

the reference season, positive integer

logical indicator to include a column of ones.

constant

number of additional observations to extend the sample period.

n.ahead

<code>sdummies</code> creates an full set of seasonal dummies.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

sdummies function

<dl><dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>
<dt>ref</dt>
<dd>the reference season, positive integer</dd>
<dt>constant</dt>
<dd>logical indicator to include a column of ones.</dd>
<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd></dl>

Arguments

Seasonal dummies — sdummies

<dl>

<dt>Y</dt>
<dd>an object of class <code>ts</code> used to determine the sample period and
frequency.</dd>


<dt>ref</dt>
<dd>the reference season, positive integer</dd>


<dt>constant</dt>
<dd>logical indicator to include a column of ones.</dd>


<dt>n.ahead</dt>
<dd>number of additional observations to extend the sample period.</dd>

</dl>

sdummies: Seasonal dummies

Description

Usage

Value

Arguments

Examples