Smoothing using the Cascade Linear Filter

Usage

clf_smoothing(x, endpoints = c("cut-and-normalize", "ALF"), ...)

Arguments

x: input time-series.
endpoints: Method used for the asymmetric filter. If endpoints = "cut-and-normalize" (the default) the cut-and-normalise method is used, otherwise the Asymmetric Linear Filter (ALF) filters are used.
...: other unused parameters.

References

Dagum, E. B., & Luati, A. (2008). A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation. Econometric Reviews 28 (1-3): 40‑59. https://doi.org/10.1080/07474930802387837