Description Objects from the Class Slots Methods Author(s) References
Class Designed for dating Business Cycles
A BCDating is basically is a sequence of peaks and troughs. But it can also be represented as a discrete state process, with values such as -1 for recession and 1 for expansion phases. The BCDating class is designed to handle this kind of data: it can store, print and plot graphs of such data.
Use BBQ to create object of BCDating type from Quarterly Data.
name
:Object of class "character"
The name of the Dating
states
:Object of class "ts"
States of the Dating (-1 for recession and 1 for expansion phases)
peaks
:Object of class "numeric"
Indices of Peaks
troughs
:Object of class "numeric"
Indices of Throughs
y
:Object of class "ts"
The Refernce Time Series (e.g. the GDP Cycle)
param
:Object of class "list"
Parameters of the Dating (i.e. min phase and min cycle)
type
:Object of class "character"
Dating Type
plot,BCDating,missing-method
,
plot,BCDating,ts-method
,
plot,ts,BCDating-method
,
plot,BCDating,BCDating-method
,
plot,list,missing-method
Majid Einian,m.einian@mbri.ac.ir,
Monetary and Banking Research Institute, Central Bank of Islamic Republic of Iran
Franck Arnaud ,
National Institute of Statistics and Economic Studies (INSEE), France
Franck Arnaud's R package datation
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