TP_BryBoschan {Coinprofile}

Turning points

Description

Calculates turning points of a time series using the Bry and Boschan (1971) methodology

Usage

TP_BryBoschan(x, frequ = 12, year = 1, month = 1)

Arguments

x

univariate time series

frequ

Frequency of the x, 12 monthly or 4 quarterly. Default value 12.

year

The start year of the time series. Default value 1.

month

The start month of the time series. Default value 1.

Value

The dates of the turning points

Author(s)

Wilmer O Martinez R

References

Bry, G. and Boschan, C. (1971) Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, National Bureau of Economic Research, Inc 71(1), 7-63.

Burns, A.F. and Mitchell, W. (1946) Measuring Business Cycles, National Bureau of Economic Research, NBER, New York.

Examples

x <- rnorm(100)
TP_BryBoschan(x)