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Easter regressor

Source: R/variables.R
easter_variable.Rd

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 the s argument

s

time series used to get the dates for the trading days variables. If supplied the parameters frequency, start and length 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".

Value

A time series (object of class "ts")

References

More information on calendar correction in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/a-calendar-correction

See also

calendar_td

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)