filter_cf: Christiano-Fitzgerald Filter

In transx: Transform Univariate Time Series

Description

This function computes the cyclical component of the Christiano-Fitzgerald filter.

Usage

filter_cf(x, ...)

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
...	Further arguments passed to cffilter.

Examples

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

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