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Linearize the series with a fractional airline model

Usage

fractionalAirlineEstimation(
  y,
  periods,
  x = NULL,
  ndiff = 2,
  ar = FALSE,
  mean = FALSE,
  outliers = NULL,
  criticalValue = 6,
  precision = 1e-12,
  approximateHessian = FALSE,
  nfcasts = 0,
  log = FALSE,
  y_time = NULL
)

Arguments

y

input time series.

periods

vector of periods values of the seasonal component, any positive real numbers.

x

matrix of user-defined regression variables (see rjd3toolkit for building calendar regressors).

mean

add constant mean to y after differencing.

outliers

type of outliers sub vector of c("AO","LS","WO")

criticalValue

Critical value for automatic outlier detection

precision

Precision of the likelihood

approximateHessian

Compute approximate hessian (based on the optimizing procedure)

nfcasts

Number of forecasts

log

a logical

y_time

vector of times at which `y` is indexed