[R] holidays effect

[vito muggeo]

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 the arima() function.

This allows to avoid aggregation of your data which, in general, is not 
recommended..

best,
vito

> 
> On Wed, Feb 4, 2009 at 8:46 AM, elisia
> <elisabetta.fabris 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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> 
> ______________________________________________
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> 
> 

-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo