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 t
Unfortunately, my aim is to identify outliers in a time series, and I would
like the holidays, which have in general a higher value and shall not affect
such research.
If I run the detection of outliers on the whole time series, while
maintaining the real values of the holidays, I get r
Just an extension of the query posed by the OP --- Similar problem
arises in the case when one has to deal with weekly data spanning 2 or
more years, and one of the years happens to have 53 weeks because it
is a leap year (2004, for ex.). In a sci.stats newsgroup where I had
posed this problem for
One possibility if you don't have to have days is to reduce it to a
weekly or monthly
series.
On Wed, Feb 4, 2009 at 8:46 AM, elisia
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
>
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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http://www.nabble.com/holidays-effect-tp21830785
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