uroot (version 1.3)

filtrar: Filter frequencies

Description

Filter selected frequencies in seasonal time series.

Usage

filtrar (vari, s, t0, filtra, plot)

Arguments

vari

a ts object.

s

periodicity of the time series.

t0

year and season of the first observation.

filtra

a vector indicating the frequencies to filter.

plot

logical. If TRUE a plot of the filtered series is showed.

Value

• A list containing: Data of the filtered series, coefficients and lags of the polynomial that configure the filter.

Details

filtra is a 0-1 vector of length s/2+1. The frequencies are ordered in the vector as follows: c (zero, pi, pi/2) for quarterly series and c (zero, pi, pi/2, 2pi/3, pi/3, 5pi/6, pi/6) for monthly series.

A zero in the element i of the vector indicates that the cycle associated to the corresponding frequency will not be filtered. The cycles related to frequencies that are set equal to 1 are filtered.

Examples

## Filter seasonal frequencies.
      data(AirPassengers)
      filtrar (vari=AirPassengers, s=12, t0 = c(1949,1), filtra = c(0,1,1,1,1,1) , plot = TRUE)