[R] holidays effect

Girish A.R. garamach at gmail.com
Wed Feb 4 15:37:59 CET 2009

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 recommendations, one suggestion was to check
out time series calendar adjustment topics. I know some commercial
software have the option of trading day adjustment where the
adjustment is obtained by regression on the days of the week for the
months under consideration. I'm currently exploring R time series
packages. Any thoughts on this would be appreciated.


On Feb 4, 7:18 pm, Gabor Grothendieck <ggrothendi... at gmail.com> wrote:
> 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
> <elisabetta.fab... at 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?
> > --
> > View this message in context:http://www.nabble.com/holidays-effect-tp21830785p21830785.html
> > Sent from the R help mailing list archive at Nabble.com.

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