Season {demest} | R Documentation

## Specify a seasonal effect in a DLM prior.

### Description

A `DLM` prior can contain a seasonal effect, which is specified using function `Season`. Season effects can can change over time.

### Usage

    Season(n, scale = HalfT())

### Arguments

`n` | Number of seasons. An integer greater than 1.
`scale` | Prior for the `scaleSeason` parameter. An object of class `HalfT`.

### Details

In a prior for a main effect, the seasonal effect has the form

`s[j] = s[j-n] + errorSeason[j],`

where `n` is the number of seasons.

In a prior for an interaction, the seasonal effect has the form

`s[k,l] = s[k-n,l] + errorSeason[k,l].`

(See the documentation for function `DLM` for an explanation of the `k,l` subscripts.)

The error term has the form

`errorSeason[j] ~ N(0, scaleSeason^2)`

or

`errorSeason[k,l] ~ N(0, scaleSeason^2)`.

Standard deviation `scaleSeason` has a half-t prior, which can be specified using function `HalfT`. Season effects are not fixed, but instead evolve over time. The speed with which season effects change is governed by `scaleSeason`.

### Value

An object of class `Season`

### See Also

`Season` supplies an option argument to function `DLM`.

### Examples

    Season(n = 4)
    Season(n = 2, scale = HalfT(scale = 3))

[Package demest version 0.0.0.3.1 Index]