factorsdiff              package:uroot              R Documentation

_F_a_c_t_o_r _S_e_a_s_o_n_a_l _D_i_f_f_e_r_e_n_c_i_n_g _F_i_l_t_e_r

_D_e_s_c_r_i_p_t_i_o_n:

     Factor seasonal differencing filter in quarterly and monthly time
     series.

_U_s_a_g_e:

         factorsdiff (wts, factors)
       

_A_r_g_u_m_e_n_t_s:

     wts: a univariate time series object.

 factors: the factors of the seasonal differencing filter to apply to
          the data.

_D_e_t_a_i_l_s:

     'fators' is a 0-1 vector of length S/2+1, where S is the
     periodicity of the time series. 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.

_V_a_l_u_e:

     A list containing: Data of the filtered series, coefficients and
     lags of the polynomial that configure the filter.

_A_u_t_h_o_r(_s):

     Javier Lpez-de-Lacalle javlacalle@yahoo.es and Ignacio
     Daz-Emparanza Ignacio.Diaz-Emparanza@ehu.es.

_S_e_e _A_l_s_o:

     'plotcycles'.

_E_x_a_m_p_l_e_s:

         ## Filter seasonal frequencies.
         data(AirPassengers)
         factorsdiff(wts=AirPassengers, factors=c(0,1,1,1,1,1,1))
       

