INFL.core_dw: Computes the double weighted core inflation

Description Usage Arguments Value Author(s) Examples

Description

Computes the double weighted core inflation

Usage

1
INFL.core_dw(infl.var, subits.var, weights, wind = 12)

Arguments

infl.var

A ts object. The inflation index variation.

subits.var

A ts. Subitems' variation.

weights

A ts. Weights corresponding to each subitem.

wind

An integer. The volatility's window size.

Value

A ts object.

Author(s)

Talitha Speranza talitha.speranza@fgv.br, Fernando Teixeira fernando.teixeira@fgv.br, Daiane Marcolino daiane.marcolino@fgv.br

Examples

1
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ipca <- Inflation::ipca_item
nuc <- Inflation::INFL.core_dw(ipca$ipca_index, ipca$ipca_ts, ipca$weights_ts, wind = 12)

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