`seasonaldummy`

returns a matrix of dummy variables suitable for use in
`Arima`

, `auto.arima`

or `tslm`

. The
last season is omitted and used as the control.

seasonaldummy(x, h = NULL) seasonaldummyf(x, h)

x | Seasonal time series: a |
---|---|

h | Number of periods ahead to forecast (optional) |

Numerical matrix.

`seasonaldummyf`

is deprecated, instead use the `h`

argument in
`seasonaldummy`

.

The number of dummy variables is determined from the time series
characteristics of `x`

. When `h`

is missing, the length of
`x`

also determines the number of rows for the matrix returned by
`seasonaldummy`

. the value of `h`

determines the number of rows
for the matrix returned by `seasonaldummy`

, typically used for
forecasting. The values within `x`

are not used.

Rob J Hyndman

plot(ldeaths)# Using seasonal dummy variables month <- seasonaldummy(ldeaths) deaths.lm <- tslm(ldeaths ~ month) tsdisplay(residuals(deaths.lm))ldeaths.fcast <- forecast(deaths.lm, data.frame(month=I(seasonaldummy(ldeaths,36)))) plot(ldeaths.fcast)# A simpler approach to seasonal dummy variables deaths.lm <- tslm(ldeaths ~ season) ldeaths.fcast <- forecast(deaths.lm, h=36) plot(ldeaths.fcast)