| BBQ {BCDating} | R Documentation |
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. |
Details
See Reference paper.
Value
An object of class "BCDating". You can use show(), summary(), window(), and plot() on it.
Author(s)
Majid Einian,m.einian@mbri.ac.ir,
Monetary and Banking Research Institute, Central Bank of Islamic Republic of Iran
Franck Arnaud ,
National Institute of Statistics and Economic Studies (INSEE), France
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
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)