filter_bk {transx}R Documentation

Baxter-King Filter

Description

Maturing lifecycle

This function computes the cyclical component of the Baxter-King filter.

Usage

filter_bk(x, fill = NA, ...)

Arguments

x

⁠[univariate vector]⁠

Univariate vector, numeric or ts object with only one dimension.

fill

⁠[numeric or function: NA]⁠

Numeric value(s) or function used to fill observations.

...

Further arguments passed to bkfilter.

Examples


unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_bk(unemp)
plotx(cbind(unemp, unemp_cycle))


[Package transx version 0.0.1 Index]