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statistikat / persephone

Object-oriented wrappers for RJDemetra
https://statistikat.github.io/persephone/
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Function creating regressor variable for trading days #6

Open merangelik opened 5 years ago

merangelik commented 5 years ago

@froehmar

Does this do the trick or do you prefer your own function? https://github.com/cran/tsoutliers/blob/master/R/calendar-effects.R