bandfilt {tsapp}

bandfilt does a bandpass filtering of a time series

Description

bandfilt does a bandpass filtering of a time series

Usage

bandfilt(y, q, pl, pu)

Arguments

y

the series, a vector or a time series

q

scalar, half of length of symmetric weights

pl

scalar, lower periodicity ( >= 2 )

pu

scalar, upper periodicity ( > pl )

Value

yf (n,1) vector, the centered filtered time series with NA's at beginning and ending

Examples

data(GDP)
yf <- bandfilt(GDP,5,2,6)
plot(GDP); lines(yf+mean(GDP),col="red")