| seasonaldummy {forecast} | R Documentation |
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.
seasonaldummyf is deprecated, instead use the h argument in seasonaldummy.
seasonaldummy(x,h)
x |
Seasonal time series: a |
h |
Number of periods ahead to forecast (optional) |
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.
Numerical matrix.
Rob J Hyndman
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)