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hegy.regressors <- function(x)
{
n <- length(x)
S <- frequency(x)
isSeven <- (S %% 2) == 0
isSevenp2 <- 2 + isSeven
ML <- x
for (i in seq_len(S-1))
ML <- cbind(ML, lag(x, -i))
ML <- window(ML, end = end(x))
ML <- sapply(seq.int(0, S-1), function(x, y, n) c(rep(NA,length.out=x), y[seq_len(n-x)]), y=x, n=n)
ypi <- matrix(nrow = n, ncol = S)
ypi[,1] <- rowSums(ML)
if (isSeven)
ypi[,2] <- ML %*% rep(c(-1, 1), len = S)
seqS <- seq_len(S)
j <- 0
sinesign <- -1
id <- seq.int(isSevenp2, S, 2)
ref <- ceiling(S) / 4
for (i in id)
{
j <- j + 1
seqw <- seqS * (2 * pi * j / S)
ypi[,i] <- ML %*% cos(seqw)
ypi[,i+1] <- sinesign * ML %*% sin(seqw)
if (j == ref)
sinesign <- -1 * sinesign
}
ypi <- rbind(NA, ypi[-n,])
colnames(ypi) <- paste("Ypi", seq_len(S), sep="")
ypi[-seq_len(S),]
}
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