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Trend-Cycle Estimates Class

Source: R/tc_estimates.R
tc_estimates.Rd

Constructor and S3 methods for objects of class "tc_estimates".

Usage

tc_estimates(tc, sa, parameters = NULL, extra_class = NULL, ...)

is_tc_estimates(x)

# S3 method for class 'tc_estimates'
summary(object, ...)

Arguments

tc

Time series object ("ts") representing the estimated trend-cycle component.

sa

Time series object ("ts") representing the original or seasonally adjusted series.

parameters

A list of parameters used to compute the trend-cycle estimates (e.g., filter coefficients, variance, or degree of polynomial).

extra_class

Character string specifying an additional class to append to the returned object.

...

Additional arguments passed to or from other methods (currently unused).

x

An object of class "tc_estimates".

object

An object of class "tc_estimates".

Value

tc_estimates() returns an object of class c("tc_estimates", extra_class), which is a list containing the following components:

  • tc: The estimated trend-cycle time series.

  • x: The original (seasonally adjusted) time series.

  • parameters: A list of parameters used during estimation.

The summary() method returns a list of class "summary.tc_estimates" containing:

  • I/C ratio: The overall Irregular-to-Trend-Cycle ratio (see icr()).

  • I/C ratios: The I/C ratio per period (see icrs()).

  • MCD: The Month of Cyclical Dominance statistic (see mcd()).

  • Length: The length of the symmetric trend-cycle filter.

Details

Objects of class "tc_estimates" store trend-cycle estimates along with the original series and metadata required for summary statistics, confidence intervals, and implicit forecasts.

Examples

if (FALSE) { # rjd3jars::check_java_version(silent = TRUE)
x <- cars_registrations
tc <- henderson_smoothing(x)
summary(tc)
print(tc)
}