Hamilton Filter — filter_hamilton • transx

This function computes the cyclical component of the Hamilton filter.

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.

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

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