sdummies function

Seasonal dummies

sdummies creates an full set of seasonal dummies.

sdummies(Y, ref = 1, constant = FALSE, n.ahead = 0)

Arguments

• Y: an object of class ts used to determine the sample period and frequency.
• ref: the reference season, positive integer
• constant: logical indicator to include a column of ones.
• n.ahead: number of additional observations to extend the sample period.

Returns

A matrix of trigonometric variables.

Examples

Y <- AirPassengers
P58 <- sincos(Y)