filter_hamilton: Hamilton Filter

In kvasilopoulos/transx: Transform Univariate Time Series

Description

This function computes the cyclical component of the Hamilton filter.

Usage

filter_hamilton(x, p = 4, horizon = 8, fill = NA)

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
p	[integer(1): 4] A value indicating the number of lags
horizon	[integer(1): 8] A value indicating the number of periods to look ahead.
fill	[numeric or function: NA] Numeric value(s) or function used to fill observations.

Value

Returns a vector with the same class and attributes as the input vector.

Examples

unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hamilton(unemp)
plotx(cbind(unemp, unemp_cycle))

kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.