FST criteria

Compute the Fidelity, Smoothness and Timeliness (FST) criteria

Usage

fst(weights, lags, passband = pi/6, ...)

Arguments

weights

either a "moving_average" or a numeric vector containing weights.

lags

Lags of the moving average (when weights is not a "moving_average").

passband

Passband threshold for timeliness criterion.

...

other unused arguments.

Value

The values of the 3 criteria, the gain and phase of the associated filter.

References

Grun-Rehomme, Michel, Fabien Guggemos, and Dominique Ladiray (2018). “Asymmetric Moving Averages Minimizing Phase Shift”. In: Handbook on Seasonal Adjustment, https://ec.europa.eu/eurostat/web/products-manuals-and-guidelines/-/ks-gq-18-001.

Examples

filter <- lp_filter(horizon = 6, kernel = "Henderson", endpoints = "LC")
#> Error in .jcall("jdplus/filters/base/r/LocalPolynomialFilters", "Ljdplus/toolkit/base/core/math/linearfilters/ISymmetricFiltering;",     "filters", as.integer(horizon), as.integer(degree), kernel,     endpoints, d, tweight, passband): RcallMethod: cannot determine object class
fst(filter[, "q=0"])
#> Error in filter[, "q=0"]: object of type 'closure' is not subsettable
# To compute the statistics on all filters:
fst(filter)
#> Error in .jcall("jdplus/filters/base/core/AdvancedFiltersToolkit", "Ljdplus/filters/base/core/AdvancedFiltersToolkit$FSTResult;",     "fst", weights, as.integer(lags), passband): java.lang.UnsupportedClassVersionError: jdplus/toolkit/base/core/math/linearfilters/IFiniteFilter has been compiled by a more recent version of the Java Runtime (class file version 65.0), this version of the Java Runtime only recognizes class file versions up to 61.0