jubilee.adj_fault_line: Adjust the time series by fault lines

In jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles

Description

This utility is used to adjust the time series by the provided fault lines.

Usage

jubilee.adj_fault_line(fraction, ts, fl, months = 1)

Arguments

fraction	numeric, representing year in fraction convention.
ts	numeric, time series to be adjusted, typically it is log.cape10 or log.cape20.
fl	the fault line matrix. See jubilee.std_fault_line() for more detail. If it is provided as character string, it will be looked up as the name of data set in the standard fault line library. If it is provided as numeric array, it will be converted to a matrix.
months	interval in months to ramp up the fault line. Default is 1.

Value

numeric, ts adjusted by fault lines

Author(s)

Stephen H. Lihn

Examples

## Not run: 
  repo <- jubilee.repo(online=FALSE)
  dj <- jubilee(repo@ie, 45, 10)@reg.dtb
  dj$log.cape10.adj <- jubilee.adj_fault_line(dj$fraction, dj$log.cape10, "r_nom_f10_5ftr_4fl")

## End(Not run)

jubilee documentation built on Jan. 24, 2020, 5:10 p.m.