I would like to use tslm with data that has intraday seasonality and a different pattern on business days and on non-business days. If data.ts is my time series then I would like to use something like
Thus I want to model season given that the dummy for this hour is True or False. I don't want
tslm(data.ts~season + businesss.dummy)
as this would just give a parallel shift on business days. I know that I can subset the data before applying the model and thus get business day data and non-business day data only but can I achieve this aim more elegantly using the right formula in tslm? Thanks!