Gabor Grothendieck ha scritto:
One possibility if you don't have to have days is to reduce it to a
weekly or monthly
series.
Alternatively you can put a dummy variable (1=holiday and zero
otherwise) in the regression model for your response. For instance, you
could use the xreg argument of the arima() function.
This allows to avoid aggregation of your data which, in general, is not
recommended..
best,
vito
On Wed, Feb 4, 2009 at 8:46 AM, elisia
<elisabetta.fab...@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?
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====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo
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