Allows to generate a regressor taking into account the (Julian) Easter effect in monthly or quarterly time series.
Usage
easter_variable(
frequency,
start,
length,
s,
duration = 6,
endpos = -1,
correction = c("Simple", "PreComputed", "Theoretical", "None")
)
julianeaster_variable(frequency, start, length, s, duration = 6)
Arguments
- frequency
Frequency of the series, number of periods per year (12,4,3,2..)
- start, length
First date (array with the first year and the first period) (for instance
c(1980, 1)
) and number of periods of the output variables. Can also be provided with thes
argument- s
time series used to get the dates for the trading days variables. If supplied the parameters
frequency
,start
andlength
are ignored.- duration
Duration (length in days) of the Easter effect. (value between 1 and 20, default =6)
- endpos
Position of the end of the Easter effect, relatively to Easter: -1(default): before Easter Sunday, 0: on Easter Sunday, 1: on Easter Monday)
- correction
mean correction option. Simple"(default), "PreComputed", "Theoretical" or "None".
References
More information on calendar correction in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/a-calendar-correction
Examples
# Monthly regressor, five-year long, duration 8 days, effect finishing on Easter Monday
ee <- easter_variable(12, c(2020, 1), length = 5 * 12, duration = 8, endpos = 1)