filter_hamilton {transx}

Hamilton Filter

Description

This function computes the cyclical component of the Hamilton filter.

Usage

filter_hamilton(x, p = 4, horizon = 8, fill = NA)

Arguments

x

⁠[univariate vector]⁠

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

p

⁠[integer(1): 4]⁠

A value indicating the number of lags

horizon

⁠[integer(1): 8]⁠

A value indicating the number of periods to look ahead.

fill

⁠[numeric or function: NA]⁠

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

Value

Returns a vector with the same class and attributes as the input vector.

Examples

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