transx (version 0.0.1)

filter_hamilton: Hamilton Filter

Description

This function computes the cyclical component of the Hamilton filter.

Usage

filter_hamilton(x, p = 4, horizon = 8, fill = NA)

Arguments

x

[univariate vector]

Univariate vector, numeric or ts object with only one dimension.

p

[integer(1): 4]

A value indicating the number of lags

horizon

[integer(1): 8]

A value indicating the number of periods to look ahead.

fill

[numeric or function: NA]

Numeric value(s) or function used to fill observations.

Value

Returns a vector with the same class and attributes as the input vector.

Examples

# NOT RUN {
unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hamilton(unemp)
plotx(cbind(unemp, unemp_cycle))
# }