bandfilt: 'bandfilt' does a bandpass filtering of a time series

In tsapp: Time Series, Analysis and Application

Description

bandfilt does a bandpass filtering of a time series

Usage

bandfilt(y, q, pl, pu)

Arguments

y	the series, a vector or a time series
q	scalar, half of length of symmetric weights
pl	scalar, lower periodicity ( >= 2 )
pu	scalar, upper periodicity ( > pl )

Value

yf (n,1) vector, the centered filtered time series with NA's at beginning and ending

Examples

data(GDP)
yf <- bandfilt(GDP,5,2,6)
plot(GDP); lines(yf+mean(GDP),col="red")   

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.