BCDating-package: Business Cycle Dating and Plotting Tools

In BCDating: Business Cycle Dating and Plotting Tools

Description

This package implements the Harding and Pagan algorithm that creates a quarterly dating from a univariate time series. Procedures for printing and plotting appropriate graphs are provided. Also the dating for business cycles of the economy of Iran (by MBRI, CBI) is provided.

Details

Package:	BCDating
Type:	Package
Version:	0.9.8
Date:	2019-01-06
License:	GPL-2
Depends:	methods

Author(s)

Majid Einian,[e-mail],
Monetary and Banking Research Institute, Central Bank of Islamic Republic of Iran

See Also

BBQ, BCDating Class, avgts

Examples

library(BCDating)
data("Iran.non.Oil.GDP.Cycle")
dat <- BBQ(Iran.non.Oil.GDP.Cycle, name="Dating Business Cycles of Iran")
show(dat)
summary(dat)
plot(dat)
plot(dat,Iran.non.Oil.GDP.Cycle)

data("MBRI.Iran.Dating")
plot(MBRI.Iran.Dating)

Example output

   Peaks Troughs Duration
1   <NA>  1368Q2     <NA>
2 1370Q4  1372Q4        8
3 1373Q2  1374Q1        3
4 1376Q1  1378Q1        8
5 1378Q4  1380Q1        5
6 1381Q1  1381Q3        2
7 1383Q1  1383Q4        3
8 1386Q1  1387Q2        5
9 1390Q2  1392Q2        8
       Phase ]Start  ;End] Duration LevStart LevEnd Amplitude
1  Recession   <NA> 1368Q2       NA       NA      0        NA
2  Expansion 1368Q2 1370Q4       10        0      0       0.1
3  Recession 1370Q4 1372Q4        8        0      0       0.1
4  Expansion 1372Q4 1373Q2        2        0      0       0.0
5  Recession 1373Q2 1374Q1        3        0      0       0.0
6  Expansion 1374Q1 1376Q1        8        0      0       0.1
7  Recession 1376Q1 1378Q1        8        0      0       0.0
8  Expansion 1378Q1 1378Q4        3        0      0       0.0
9  Recession 1378Q4 1380Q1        5        0      0       0.0
10 Expansion 1380Q1 1381Q1        4        0      0       0.0
11 Recession 1381Q1 1381Q3        2        0      0       0.0
12 Expansion 1381Q3 1383Q1        6        0      0       0.0
13 Recession 1383Q1 1383Q4        3        0      0       0.0
14 Expansion 1383Q4 1386Q1        9        0      0       0.0
15 Recession 1386Q1 1387Q2        5        0      0       0.0
16 Expansion 1387Q2 1390Q2       12        0      0       0.0
17 Recession 1390Q2 1392Q2        8        0      0       0.0
18 Expansion 1392Q2   <NA>       NA        0     NA        NA

          Amplitude Duration
Exp=]T;P]         0      6.8
Rec=]P;T]         0      5.2

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