[R] holidays effect
elisia
elisabetta.fabris at guest.telecomitalia.it
Wed Feb 4 15:36:21 CET 2009
Unfortunately, my aim is to identify outliers in a time series, and I would
like the holidays, which have in general a higher value and shall not affect
such research.
If I run the detection of outliers on the whole time series, while
maintaining the real values of the holidays, I get results just as the
values corresponding to the festivities.
How can I solve this problem, by maintaining the daily data?
Gabor Grothendieck 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.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?
>> --
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>> http://www.nabble.com/holidays-effect-tp21830785p21830785.html
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>>
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>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
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