Christiano-Fitzgerald Filter

Source: R/07-filter.R

Maturing lifecycle

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

filter_cf(x, ...)

Arguments

x

[univariate vector]

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

Further arguments passed to cffilter.

Examples

# \donttest{
unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_cf(unemp)
plotx(cbind(unemp, unemp_cycle))

# }