spencer: Spencer filter
In pgg1309/bcycle: Dating business cycle
Description
Usage
Arguments
Details
Value
Description
Filter a series using a 15-term two-sided Spencer filter.
Usage
1
Arguments
x
A time series (seasonally adjusted).
lambda
Box-Cox transformation parameter. If lambda = "auto",
then a transformation is automatically selected using [BoxCox.lambda()].
Details
This filter is used in the Bry-Boschan algorithm.
Value
A time series after apllying the two-sided Spencer filter.
pgg1309/bcycle documentation built on Feb. 22, 2020, 12:23 a.m.
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Description Usage Arguments Details Value
Description
Filter a series using a 15-term two-sided Spencer filter.
Usage
1 |
Arguments
x |
A time series (seasonally adjusted). |
lambda |
Box-Cox transformation parameter. If lambda = "auto", then a transformation is automatically selected using [BoxCox.lambda()]. |
Details
This filter is used in the Bry-Boschan algorithm.
Value
A time series after apllying the two-sided Spencer filter.
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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