R/INFL.core_tf.R

In Inflation: Core Inflation

#' Computes the triple filter core inflation
#' @param subits.var A \code{ts}. Subitems' variation.
#' @param weights A \code{ts}. Each subitem corresponding weights. If missing, all items get the
#' same weight.
#' @param inf An \code{integer}. Percentage lower tail cut. Predefined as 20.
#' @param sup An \code{integer}. Percentage upper tail cut. Predefined as 20.
#' @param smoo A \code{vector}. List of codes to be smoothed. If missing, no item will be smoothed.
#' @param wind An \code{integer}. The volatility's window size to be computed.
#' @param x11 A \code{string}. If an empty string is passed as argument, the seasonal adjustment uses x11 methodology.
#' @param ... arguments passed on to \link[seasonal]{seas} to compute the seasonal adjustment.
#'
#' @return A \code{ts} object.
#' @keywords core triple filter
#' @export
#' @examples
#' ipca <- ipca_sub
#' INFL.core_tf(subits.var=ipca$ipca_ts, weights = ipca$weights_ts)
#'
#'
#'


INFL.core_tf <- function(subits.var, weights, smoo, inf = 20, sup = 20, wind = 12, x11 = NULL, ...){

   # Compute trimmed mean core
   tm <- INFL.core_tm(subits.var, weights, smoo, inf, sup, wind)


    if(is.null(x11)){
        s.obj <- seasonal::seas(tm$core, ...)
        ds.core <- s.obj$series$s11
    } else if (x11 == "") {s.obj <- seasonal::seas(tm$core, x11 == "", ...);
                           ds.core <- s.obj$series$d11}

    core <- geom3(ds.core)
    return(core)
}






# Médias aparadas
# Ajuste sazonal
# Variação acumulada em 3 meses


# # > Filtro 1: médias aparadas -------------
# # demora um pouquinho (no máximo 3 minutos)
# ipc.ma2013 <- core.ma(variacao.ts$subitens, pesos.ts$subitens, inf = 20, sup = 13, suave = T)
#
# # > Filtro 2: ajuste sazonal -------------------------
# nma2013 <- seas(ipc.ma2013, …)#, regression.aictest = NULL,
# # transform.function = "log",
# #arima.model = "(0 1 1)(1 0 0)",
# #series.modelspan = "2009.jan,2014.dec")
# # seasonal package
#
# # núcleo com ajuste sazonal
# ipc.ma2013_seas <- nma2013$series$s11
#
# # > Filtro 3: médias móveis  ---------------------------
# ipc.ma2013_seas_mm3 <- geom3(ipc.ma2013_seas) – variação acumulada