butterworth.wge: Perform Butterworth Filter

In BivinSadler/tswge: Time Series for Data Science

Perform Butterworth Filter

Description

The user can specify the order of the filter, and whether it is low pass ("low"), high pass ("high"), band stop ("stop"), or band pass ("pass") filter. Requires the CRAN package 'signal'.

Usage

butterworth.wge(x, order, type, cutoff,plot=TRUE)

Arguments

x	Realization to be filtered
order	Order of the Butterworth filter
type	Either "low", "high", "stop", or "pass" as dicsussed in Descriptions
cutoff	For "low" and "high": cutoff is a real number. For "stop" and "band": cutoff is a 2-component vector
plot	If plot=TRUE then plots of the original and filtered data are produced.

Value

The filtered data

Note

Requires CRAN package 'signal'

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(wages)
    butterworth.wge(wages,order=4,type="low",cutoff=.05)

BivinSadler/tswge documentation built on Sept. 15, 2023, 4:07 p.m.