INFL.core_tm: Computes the trimmed means core inflation

In fernote7/INFLATION: Core Inflation

Description

Computes the trimmed means core inflation

Usage

INFL.core_tm(subits.var, weights, smoo, inf = 20, sup = 20, wind = 12)

Arguments

subits.var	A ts. Subitems' variation.
weights	A ts. Each subitem corresponding weights. If missing, all items get the same weight.
smoo	A vector. List of codes to be smoothed. If missing, no item will be smoothed.
inf	An integer. Percentage lower tail cut. Predefined as 20.
sup	An integer. Percentage upper tail cut. Predefined as 20.
wind	An integer. The volatility's window size.

Value

A list object. The list contains two time-series (ts objects). The computed core and the variables that were used to calculate the means.

Author(s)

Talitha Speranza [e-mail], Fernando Teixeira [e-mail], Daiane Marcolino [e-mail]

Examples

ipca_sub <- Inflation::ipca_sub
nuc <- Inflation::INFL.core_tm(subits.var = ipca_sub$ipca_ts, weights = ipca_sub$weights_ts)

fernote7/INFLATION documentation built on May 16, 2019, 12:49 p.m.