INFL.core_ex: Computes the core inflation using the subitem exclusion...

In Inflation: Core Inflation

Description

Computes the core inflation using the subitem exclusion method

Usage

INFL.core_ex(subits.var, weights, info, n.blocks = 4, alpha = 2)

Arguments

subits.var	A ts. Inflation subitems' variation.
weights	A ts. Each subitem corresponding weights. If missing, all items get the same weight.
info	A data.frame. Subitem metadata table containing their codes and descriptions.
n.blocks	An integer. Partitions' number inside the temporal window.
alpha	An integer. Significance level in percentage.

Examples

ipca <- Inflation::ipca_sub
ipc.ex1 <- Inflation::INFL.core_ex(subits.var = ipca$ipca_ts,
                                   weights = ipca$weights_ts,
                                   info = ipca$cod,
                                   n.blocks = 4,
                                   alpha = 2)

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