INFL.core_dw {Inflation}

Computes the double weighted core inflation

Description

Computes the double weighted core inflation

Usage

INFL.core_dw(infl.var, subits.var, weights, wind = 12)

Arguments

infl.var

A ts object. The inflation index variation.

subits.var

A ts. Subitems' variation.

weights

A ts. Weights corresponding to each subitem.

wind

An integer. The volatility's window size.

Value

A ts object.

Examples

ipca <- Inflation::ipca_item
nuc <- Inflation::INFL.core_dw(ipca$ipca_index, ipca$ipca_ts, ipca$weights_ts, wind = 12)