Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

code for setting outliers and moving trading day parameters? #11

Open
pmbyron opened this issue Nov 8, 2019 · 0 comments
Open

code for setting outliers and moving trading day parameters? #11

pmbyron opened this issue Nov 8, 2019 · 0 comments

Comments

@pmbyron
Copy link

pmbyron commented Nov 8, 2019

Hi,

When trying to insert an additive outlier or a large extreme at a particular date, I tried the following code
spec_strs(spec, "regarima.regression.outliers", c("AO.2005-12-01.f"))
but it didn't do anything. What is the correct format for this? Also, can I set an outlier to be a particular value?

Likewise, when trying to adjust the window length for moving trading day, I tried the following code
spec_int(spec1,"regarima.regression.tradingdays.WindowLength",15)
but it didn't do anything. What is the correct format for this? Also, how do I set the smoother type and whether or not to re-estimate the ARIMA model?

Thanks,
Peter.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant