filtrar {uroot} | R Documentation |
Filter selected frequencies in seasonal time series.
filtrar (vari, s, t0, filtra, plot)
vari |
a ts object. |
s |
periodicity of the time series. |
t0 |
year and season of the first observation. |
filtra |
a vector indicating the frequencies to filter. |
plot |
logical. If TRUE a plot of the filtered series is showed. |
filtra
is a 0-1 vector of length s/2+1. The frequencies are ordered in the vector as follows: c (zero, pi, pi/2) for quarterly series and c (zero, pi, pi/2, 2pi/3, pi/3, 5pi/6, pi/6) for monthly series.
A zero in the element i
of the vector indicates that the cycle associated to the corresponding frequency will not be filtered. The cycles related to frequencies that are set equal to 1 are filtered.
A list containing: Data of the filtered series, coefficients and lags of the polynomial that configure the filter.
Javier López-de-Lacalle javlacalle@yahoo.es and Ignacio Díaz-Emparanza etpdihei@bs.ehu.es
## Filter seasonal frequencies. data(AirPassengers) filtrar (vari=AirPassengers, s=12, t0 = c(1949,1), filtra = c(0,1,1,1,1,1) , plot = TRUE)