holidays effect
Just an extension of the query posed by the OP --- Similar problem arises in the case when one has to deal with weekly data spanning 2 or more years, and one of the years happens to have 53 weeks because it is a leap year (2004, for ex.). In a sci.stats newsgroup where I had posed this problem for recommendations, one suggestion was to check out time series calendar adjustment topics. I know some commercial software have the option of trading day adjustment where the adjustment is obtained by regression on the days of the week for the months under consideration. I'm currently exploring R time series packages. Any thoughts on this would be appreciated. Thanks! -Girish
On Feb 4, 7:18?pm, Gabor Grothendieck <ggrothendi... at gmail.com> 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.fab... 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.