henderson: Apply Henderson Linear Filter

In palatej/rjdfilters: Trend-Cycle Extraction with Linear Filters

Apply Henderson Linear Filter

Description

Apply Henderson Linear Filter

Usage

henderson(x, length, musgrave = TRUE, ic = 4.5)

Arguments

x	input time-series.
length	length of the Henderson filter.
musgrave	boolean indicating if musgrave asymmetric filters should be used.
ic	ic ratio.

Value

the target signal.

Examples

x <- retailsa$AllOtherGenMerchandiseStores
trend <- henderson(x, length = 13)
plot(x)
lines(trend, col = "red")

palatej/rjdfilters documentation built on May 8, 2023, 6:28 a.m.