BCDating (version 0.9.8)

BBQ: Harding-Pagan (Quarterly Bry-Boschan) Business Cycle Dating Procedure

Description

This function implements the Harding and Pagan algorithm that creates a quarterly dating from a univariate time series.

Usage

BBQ(y, mincycle = 5, minphase = 2, name = "")

Arguments

y

The input time series.

mincycle

Minimum length of a cycle. default=5

minphase

Minimum length of a phase of a cycle.default=2

name

The name of the series or dating.

Value

An object of class "BCDating". You can use show(), summary(), window(), and plot() on it.

Details

See Reference paper.

References

Harding, D. and Pagan A. 2002 "Dissecting the Cycle: A Methodological Investigation." Journal of Monetary Economics 49 (2), 365--381. http://www.sciencedirect.com/science/article/pii/S0304393201001088.

Examples

# NOT RUN {
data("Iran.non.Oil.GDP.Cycle")
dat <- BBQ(Iran.non.Oil.GDP.Cycle, name="Dating Business Cycles of Iran")
show(dat)
summary(dat)
plot(dat)
data(MBRI.Iran.Dating)
plot(dat,MBRI.Iran.Dating)
# }