INFL.core_dw: Computes the double weighted core inflation

In Inflation: Core Inflation

Description

Computes the double weighted core inflation

Usage

INFL.core_dw(infl.var, subits.var, weights, wind = 12)

Arguments

infl.var	A ts object. The inflation index variation.
subits.var	A ts. Subitems' variation.
weights	A ts. Weights corresponding to each subitem.
wind	An integer. The volatility's window size.

Value

A ts object.

Examples

ipca <- Inflation::ipca_item
nuc <- Inflation::INFL.core_dw(ipca$ipca_index, ipca$ipca_ts, ipca$weights_ts, wind = 12)

Example output

Inflation documentation built on May 2, 2019, 5:11 a.m.