mFilter-methods: Methods for mFilter objects

In mbalcilar/mFilter: Miscellaneous Time Series Filters

Methods for mFilter objects

Description

Common methods for all mFilter objects usually created by the mFilter function.

Usage

## S3 method for class 'mFilter'
residuals(object, ...)
## S3 method for class 'mFilter'
fitted(object, ...)
## S3 method for class 'mFilter'
print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'mFilter'
plot(x, reference.grid = TRUE, col = "steelblue", ask=interactive(), ...)
## S3 method for class 'mFilter'
summary(object, digits = max(3, getOption("digits") - 3), ...)

Arguments

object, x	an object of class "mFilter"; usually, a result of a call to mFilter.
digits	number of digits used for printing (see print).
col	color of the graph (see plot).
ask	logical. if TRUE the user is asked for input before a new graph drawn in an interactive session (see interactive).
reference.grid	logical. if true grid lines are drawn.
...	further arguments passed to or from other methods.

Value

for residuals and fitted a univariate time series; for plot, print, and summary the "mFilter" object.

Author(s)

Mehmet Balcilar, [e-mail]

See Also

mFilter for the function that returns an objects of class "mFilter". Other functions which return objects of class "mFilter" are bkfilter, bwfilter, cffilter, bkfilter, trfilter.

Examples

## library(mFilter)

data(unemp)

opar <- par(no.readonly=TRUE)

unemp.hp <- mFilter(unemp,filter="HP")  # Hodrick-Prescott filter
print(unemp.hp)
summary(unemp.hp)
residuals(unemp.hp)
fitted(unemp.hp)
plot(unemp.hp)

par(opar)

mbalcilar/mFilter documentation built on Jan. 7, 2023, 11:12 p.m.