Hello,

Does anyone of you know if someone has programmed the Bry & Boschan routines
in R?  It's also known as the NBER method for identifying economic cycles
peaks and troughs. Or do you know any method in R for indentifying peaks and
troughs for times series. I tried turnpoints(), but I get too many
turnpoints...

It's a long shot, but I had to ask before programming it myself.

Regards,

Pierre Lapointe
Assistant Market Strategist



***********************************************************************************
 
AVIS DE NON-RESPONSABILITE:\ Ce document transmis par courri...{{dropped}}

______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Reply via email to