harmonic function

Construct harmonic functions for fitting harmonic trend model

The function creates a matrix of the first m pairs of harmonic functions for fitting a harmonic trend (cosine-sine trend, Fourier regresssion) models with the response being x, a time series.

harmonic(x, m = 1)

Arguments

• x: a time series
• m: the number of pairs of harmonic functions to be created; 2m must be less than or equal to the frequency of x

Returns

a matrix consisting of $\cos(2k \pi t), \sin(2k \pi t), k=1,2,...,m,$

excluding any zero functions.

Author(s)

Kung-Sik Chan

See Also

season

Examples

data(tempdub)
# first creates the first pair of harmonic functions and then fit the model
har.=harmonic(tempdub,1)
model4=lm(tempdub~har.)
summary(model4)