holidays effect
Unfortunately, my aim is to identify outliers in a time series, and I would like the holidays, which have in general a higher value and shall not affect such research. If I run the detection of outliers on the whole time series, while maintaining the real values of the holidays, I get results just as the values corresponding to the festivities. How can I solve this problem, by maintaining the daily data?
Gabor Grothendieck wrote:
One possibility if you don't have to have days is to reduce it to a weekly or monthly series. 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.
______________________________________________ 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.
______________________________________________ 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.
View this message in context: http://www.nabble.com/holidays-effect-tp21830785p21831641.html Sent from the R help mailing list archive at Nabble.com.