PsiTSSeasonality(order, period, {terms}, index)
PsiTSSeasonality applies a seasonality term to the time series.
- order may be 0 (none), 1 (1st order), 2 (2nd order) or 3 (additive seasonality).
- period is the number of seasonal periods, i.e. 4 for quarterly data, 6 for semi-annual data, etc.
- {terms} is the seasonality definition. Use this argument to pass constant terms for the seasonal integration or additive terms for additive seasonality.
- index is the starting index for the seasonal period for additive seasonality. Note that if a time series with monthly seasonal data begins in February (rather than January), then the starting index would be 2, rather than 1.
PsiTSIntegrate, PsiTSSeasonality and PsiTSTransform may only be used in conjunction with a Time Series and may be applied in any order. These three properties are necessary to transform the generated vector to the original scale of the historical data. The Time Series which support these properties are: PsiAR1, PsiAR2, PsiMA1, PsiMA2, PsiARMA11, PsiARCH1, PsiGARCH11, PsiEGARCH11 or PsiAPARCH11. Additional properties supported by the Time Series functions are PsiLock, PsiStatic and PsiCorrMatrix. Note that there is no truncation, shifting, censoring or individual seeding for a time series.
Example:
=PsiAR1(1,1,0,1,PsiTSSeasonality(2,2)) will apply type=2nd order and period = 2 to each item in the time series.