I am trying to run a harmonic regression on a quarterly series.
The software gets confused by the frequency of the time series when I try to do the above.
For example, I wish to know if there is a cycle of length 6 quarters:
plot(fourier(ts(1:100,frequency=4),K=6))
Error in …fourier(x, K, 1:NROW(x)) :
K must be not be greater than period/2
I have to trick the software and do :
fourier(ts(1:100,frequency=100),K=6)[1:3,]
it works.
My question is : How do I tell the software that I am looking for a cycle of length 6 or more quarters?