fitted,hfilter-method {deseats}

Fitted Components of the Hamilton Filter

Description

Obtain either fitted values or residuals from a fitted Hamilton filter.

Usage

## S4 method for signature 'hfilter'
fitted(object, ...)

## S4 method for signature 'hfilter'
residuals(object, ...)

Arguments

object

an object of class "hfilter", i.e. generated by a call to hamilton_filter.

...

currently without further use; implemented for compatibility.

Details

Obtain the fitted and the residual values from the result of a fitted Hamilton filter. The name of the method indicates, what is returned.

Value

A time series object of class "ts" is returned.

Author(s)

• Dominik Schulz (Research Assistant) (Department of Economics, Paderborn University),
  Author and Package Creator

Examples

est <- hamilton_filter(log(EXPENDITURES))
residuals(est)
fitted(est)