compute_time_lag: Compute Time Lag in Detection of Turning Points

In AQLT/AQLThesis: Toolkit Functions Around AQLT Thesis

Compute Time Lag in Detection of Turning Points

Description

Compute Time Lag in Detection of Turning Points

Usage

compute_time_lag(
  data,
  peaks = nber_tp_m[, "Peak"],
  troughs = nber_tp_m[, "Trough"],
  frequency = 12,
  type = c("first_detection", "no_revisions"),
  tp_limit = 3,
  n_ahead_max = NULL
)

Arguments

data	the data.
peaks, troughs	the reference dates of peaks and troughs.
frequency	the annual frequency of the series.
type	method used to devine the time lag.
tp_limit	maximal number of periods between the detected turning-point and the reference dates.
n_ahead_max	maximal number of periods after the final detected turning point used to compute the time lag (when type ="no_revisions").

AQLT/AQLThesis documentation built on Feb. 7, 2024, 7:22 p.m.