filter_cf {transx}

Christiano-Fitzgerald Filter

Description

This function computes the cyclical component of the Christiano-Fitzgerald filter.

Usage

filter_cf(x, ...)

Arguments

x

⁠[univariate vector]⁠

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

...

Further arguments passed to cffilter.

Examples

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