INFL.core_tf: Computes the triple filter core inflation

In fernote7/inflation: Core Inflation

Description

Computes the triple filter core inflation

Usage

INFL.core_tf(subits.var, weights, smoo, inf = 20, sup = 20, wind = 12,
  x11 = NULL, ...)

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 to be computed.
x11	A string. If an empty string is passed as argument, the seasonal adjustment uses x11 methodology.
...	arguments passed on to seas to compute the seasonal adjustment.

Value

A ts object.

Author(s)

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

Examples

ipca <- ipca_sub
INFL.core_tf(subits.var=ipca$ipca_ts, weights = ipca$weights_ts)

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