dhrR Documentation

Dynamic Harmonic Regression

Description

Building model for time series data with multiple seasonality using Dynamic Harmonic Regression

Usage

dhr(Data, Range, XREG = NULL, Frequency, Criteria = "aicc", maxp = 5,
  maxq = 5, maxd = 5)

Arguments

Data

a time series data

Range

Range of k in fourier series

XREG

independent variable if any

Frequency

seasonal frequency(can be multiple)

Criteria

can be "aicc", "aic", "bic"

maxp

maximum value of Auto regressive term in auto.arima

maxq

maximum value of Moving average term in auto.arima

maxd

maximum value of integrated term in auto.arima

Value

summary of Dynamic harmonic regression model

Examples


Data1 <- runif(runif(200,100,1000)) #To generate random number for example
Data_ts <- ts(Data1)
M <- dhr(Data=Data_ts,XREG=NULL,Range=list(1:2,1),Frequency=c(24,168),Criteria="aicc")