Forecasting, Time Series Analysis, Fourier Transform, R, Ml So Good.
f3<-fourier(ts(y, frequency=168.421053),K=4) f4<-fourier(ts(y, frequency=11.996251),K=4) f5<-fourier(ts(y, frequency=28.008753),K=4) f6<-fourier(ts(y, frequency=33.595801),K=2) fit0 <- auto.arima(TC_ts, seasonal=T, xreg=cbind(f1,f2, f3,f4,f5,f6)) Series: TC_ts Regression with ARIMA(5,0,3) errors