TP_BryBoschan: Turning points
In Coinprofile: Coincident Profile
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
Calculates turning points of a time series using the Bry and Boschan (1971) methodology
Usage
1
TP_BryBoschan(x, frequ = 12, year = 1, month = 1)
Arguments
x
univariate time series
frequ
Frequency of the x, 12 monthly or 4 quarterly. Default value 12.
year
The start year of the time series. Default value 1.
month
The start month of the time series. Default value 1.
Value
The dates of the turning points
Author(s)
Wilmer O Martinez R
References
Bry, G. and Boschan, C. (1971)
Cyclical Analysis of Time Series: Selected Procedures
and Computer Programs,
National Bureau of Economic Research, Inc 71(1), 7-63.
Burns, A.F. and Mitchell, W. (1946)
Measuring Business Cycles,
National Bureau of Economic Research, NBER, New York.
Examples
1
2
x <- rnorm(100)
TP_BryBoschan(x)
Coinprofile documentation built on Aug. 25, 2019, 9:04 a.m.
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Description Usage Arguments Value Author(s) References Examples
Description
Calculates turning points of a time series using the Bry and Boschan (1971) methodology
Usage
1 | TP_BryBoschan(x, frequ = 12, year = 1, month = 1)
|
Arguments
x |
univariate time series |
frequ |
Frequency of the x, 12 monthly or 4 quarterly. Default value 12. |
year |
The start year of the time series. Default value 1. |
month |
The start month of the time series. Default value 1. |
Value
The dates of the turning points
Author(s)
Wilmer O Martinez R
References
Bry, G. and Boschan, C. (1971) Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, National Bureau of Economic Research, Inc 71(1), 7-63.
Burns, A.F. and Mitchell, W. (1946) Measuring Business Cycles, National Bureau of Economic Research, NBER, New York.
Examples
1 2 | x <- rnorm(100)
TP_BryBoschan(x)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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