INFL.core_ex: Computes the core inflation using the subitem exclusion...

Description Usage Arguments Author(s) Examples

Description

Computes the core inflation using the subitem exclusion method

Usage

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INFL.core_ex(subits.var, weights, info, n.blocks = 4, alpha = 2)

Arguments

subits.var

A ts. Inflation subitems' variation.

weights

A ts. Each subitem corresponding weights. If missing, all items get the same weight.

info

A data.frame. Subitem metadata table containing their codes and descriptions.

n.blocks

An integer. Partitions' number inside the temporal window.

alpha

An integer. Significance level in percentage.

Author(s)

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

Examples

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ipca <- Inflation::ipca_sub
ipc.ex1 <- Inflation::INFL.core_ex(subits.var = ipca$ipca_ts,
                                   weights = ipca$weights_ts,
                                   info = ipca$cod,
                                   n.blocks = 4,
                                   alpha = 2)

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