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gdescomponer <- function(y,freq,type,year,q) {
# Author: Francisco Parra Rodriguez
# http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/
serie <- descomponer (y,freq,type)
TdsT <- c(serie$datos$TDST)
Td <- c(serie$datos$TD)
sT <- c(serie$datos$ST)
TDST <- ts(TdsT,frequency=freq,start = c(year,q))
TD <- ts(Td,frequency=freq,start = c(year,q))
ST <- ts(sT,frequency=freq,start = c(year,q))
par(mfrow=c(3,1))
plot (TDST)
plot (TD)
plot (ST)
}
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