R: Seasonal dummy variables

seasonaldummy {forecast} | R Documentation

## 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

### See Also

`fourier`

### 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)

[Package forecast version 8.2 Index]