holidays effect
Gabor Grothendieck ha scritto:
One possibility if you don't have to have days is to reduce it to a weekly or monthly series.
Alternatively you can put a dummy variable (1=holiday and zero otherwise) in the regression model for your response. For instance, you could use the xreg argument of the arima() function. This allows to avoid aggregation of your data which, in general, is not recommended.. best, vito
On Wed, Feb 4, 2009 at 8:46 AM, elisia <elisabetta.fabris at guest.telecomitalia.it> wrote:
how can I eliminate the influence of the festivities in a time series with daily data?I tried to remove them and replace their value with a value of interpolation using na.approx (). There is an alternative method? -- View this message in context: http://www.nabble.com/holidays-effect-tp21830785p21830785.html Sent from the R help mailing list archive at Nabble.com.
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
==================================== Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Universit? di Palermo viale delle Scienze, edificio 13 90128 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612 http://dssm.unipa.it/vmuggeo