bandfilt function

bandfilt does a bandpass filtering of a time series

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 )

Returns

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")