filter_hp: Hodrick-Prescot Filter
In kvasilopoulos/transx: Transform Univariate Time Series
Description
Usage
Arguments
See Also
Examples
Description
This function computes the cyclical component of the Hodrick-Prescot filter.
Usage
1
Arguments
x
[univariate vector]
Univariate vector, numeric or ts object with only one dimension.
...
Further arguments passed to hpfilter.
See Also
select_lambda
Examples
1
2
3
unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hp(unemp, freq = select_lambda("monthly"))
plotx(cbind(unemp, unemp_cycle))
kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.
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Description Usage Arguments See Also Examples
Description
This function computes the cyclical component of the Hodrick-Prescot filter.
Usage
1 |
Arguments
x |
Univariate vector, numeric or ts object with only one dimension. |
... |
Further arguments passed to |
See Also
select_lambda
Examples
1 2 3 | unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hp(unemp, freq = select_lambda("monthly"))
plotx(cbind(unemp, unemp_cycle))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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