filter_bk: Baxter-King Filter

In transx: Transform Univariate Time Series

Description

This function computes the cyclical component of the Baxter-King filter.

Usage

filter_bk(x, fill = NA, ...)

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
fill	[numeric or function: NA] Numeric value(s) or function used to fill observations.
...	Further arguments passed to bkfilter.

Examples

unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_bk(unemp)
plotx(cbind(unemp, unemp_cycle))

transx documentation built on Nov. 27, 2020, 5:08 p.m.