BCDating-class: Class '"BCDating"'

Description Objects from the Class Slots Methods Author(s) References

Description

Class Designed for dating Business Cycles

Objects from the Class

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.

Slots

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

Methods

plot,BCDating,missing-method,

plot,BCDating,ts-method, plot,ts,BCDating-method,

plot,BCDating,BCDating-method, plot,list,missing-method

Author(s)

Majid Einian,[email protected],
Monetary and Banking Research Institute, Central Bank of Islamic Republic of Iran

Franck Arnaud ,
National Institute of Statistics and Economic Studies (INSEE), France

References

Franck Arnaud's R package datation


BCDating documentation built on May 1, 2019, 6:31 p.m.