fourier_series {tsaux} | R Documentation |
Fourier terms for modeling seasonality
Description
Returns a matrix containing terms from a Fourier series, up to order K
Usage
fourier_series(dates, period = NULL, K = NULL)
Arguments
dates |
a Date vector representing the length of the series for which the fourier terms are required. |
period |
frequency of the underlying series, if NULL will try to infer it from the difference in the Date vector. |
K |
maximum order of the Fourier terms. |
Value
A matrix of size N (length of dates) by 2*K.
[Package tsaux version 1.0.0 Index]