Add fourier terms to tsibble

Add fourier terms to tsibble

add_fourier(original, K_fourier = Inf)

Arguments

original	original tsibble
K_fourier	number of fourier terms

Value

tsibble with fourier terms

Details

Add fourier terms to tsibble

Examples

test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
add_fourier(test_tsibble)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo 
#> # A tsibble: 100 x 13 [1M]
#>       index    value  s1_12  c1_12  s2_12  c2_12 s3_12 c3_12  s4_12  c4_12
#>       <mth>    <dbl>  <dbl>  <dbl>  <dbl>  <dbl> <dbl> <dbl>  <dbl>  <dbl>
#>  1 2000 янв -1.40     0.500  0.866  0.866  0.5       1     0  0.866 -0.500
#>  2 2000 фев  0.255    0.866  0.5    0.866 -0.500     0    -1 -0.866 -0.5  
#>  3 2000 мар -2.44     1      0      0     -1        -1     0  0      1    
#>  4 2000 апр -0.00557  0.866 -0.500 -0.866 -0.5       0     1  0.866 -0.500
#>  5 2000 мая  0.622    0.5   -0.866 -0.866  0.500     1     0 -0.866 -0.5  
#>  6 2000 июн  1.15     0     -1      0      1         0    -1  0      1    
#>  7 2000 июл -1.82    -0.500 -0.866  0.866  0.5      -1     0  0.866 -0.500
#>  8 2000 авг -0.247   -0.866 -0.5    0.866 -0.500     0     1 -0.866 -0.5  
#>  9 2000 сен -0.244   -1      0      0     -1         1     0  0      1    
#> 10 2000 окт -0.283   -0.866  0.500 -0.866 -0.5       0    -1  0.866 -0.500
#> # … with 90 more rows, and 3 more variables: s5_12 <dbl>, c5_12 <dbl>,
#> #   c6_12 <dbl>