Trading day Regressor for Stock series

Allows to generate a specific regressor for correcting trading days effects in Stock series.

Usage

stock_td(frequency, start, length, s, w = 31)

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.
w: indicates day of the month when inventories and other stocks are reported. (to denote the last day of the month enter 31).

Time series (object of class c("ts","mts","matrix")).

The regressor will have the value -1 if the w-th day is a Sunday, 1 if it is a Monday as 0 otherwise.

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