periodicdummies function

Make matrix of periodicity (e.g. seasonal) dummies

Auxiliary function that creates periodicity dummies (e.g. seasonal dummies) for regular time series. The function is similar to, but more general than, the seasonaldummy function in the package forecast.

periodicdummies(x, values=1)

Arguments

• x: a regular time series (vector or matrix)
• values: numeric of length 1 (default) or numeric vector of length equal to frequency(x)

Returns

A matrix of class zoo with periodicity dummies

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

is.regular, zooreg, zoo, ts

Examples

##quarterly dummies:
x <- zooreg(rnorm(30), start=2000, frequency=4)
periodicdummies(x)

##monthly dummies:
y <- zooreg(rnorm(30), start=c(2000,1), frequency=12)
periodicdummies(y)