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kaushikrch / rucm

Implementation of Unobserved Components Models (UCM) in R
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Trigonometric seasonality #7

Open EmmanuelParoissien opened 7 years ago

EmmanuelParoissien commented 7 years ago

Apparently, the function 'ucm' only allows to include seasonal component in a dummy fashion. How would you proceed if wanting to include a seasonal component in a trigonometric fashion (as in Harvey (1989), pp 41-43) ?

kaushikrch commented 7 years ago

I didn't find enough time from my hectic corporate work schedule :) . But there are a lot of pending pointers to cover which I will do soon.. To give you can alternative, try using KFAS. On 18 Oct 2016 8:30 pm, "EmmanuelParoissien" notifications@github.com wrote:

Apparently, the function 'ucm' only allows to include seasonal component in a dummy fashion. How would you proceed if wanting to include a seasonal component in a trigonometric fashion (as in Harvey (1989), pp 41-43) ?

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