Apply Henderson linear filter

henderson(x, length, musgrave = TRUE, ic = 4.5)

Arguments

x: input time-series.
length: length of the Henderson filter.
musgrave: Boolean indicating if Musgrave asymmetric filters should be used.
ic: ic ratio: irregular/trend-cycle.

Value

A numeric array corresponding to the the trend

Examples

q<-x11plus(rjd3toolkit::ABS$X0.2.09.10.M, 12)

henderson(q$decomposition$sa, 13)
#>   [1]  485.8540  486.4484  487.3105  488.7396  490.0176  487.9782  482.9898
#>   [8]  479.8038  480.9263  487.3221  496.5854  505.4065  511.1543  512.4367
#>  [15]  510.6293  509.2964  509.7367  512.4168  515.5694  517.2327  518.7844
#>  [22]  522.2355  527.9771  536.3347  545.5054  554.0541  561.3792  566.3207
#>  [29]  569.4497  572.3163  574.0069  575.6387  580.9365  590.1540  602.1486
#>  [36]  615.7956  628.0916  637.0528  642.0319  643.5963  643.6653  643.7916
#>  [43]  644.7739  644.4443  644.7079  644.7712  646.6530  649.5366  654.1073
#>  [50]  662.7391  671.6338  678.9489  684.2098  687.8832  690.7006  693.9177
#>  [57]  697.1601  698.7642  703.3705  709.0641  715.0876  721.2473  726.2097
#>  [64]  729.0928  727.9030  724.5799  722.9329  726.5882  735.4284  747.6797
#>  [71]  758.7773  764.1316  764.7881  761.4194  756.9666  757.0111  761.4718
#>  [78]  768.0821  774.9714  779.9381  781.4355  780.8888  779.4668  779.7466
#>  [85]  784.0814  790.9910  799.0251  805.8853  810.5298  813.3947  814.2058
#>  [92]  813.0935  812.2918  813.6067  815.7914  819.7348  824.3434  828.2263
#>  [99]  830.7305  830.3138  827.9516  825.3193  823.8029  823.2505  825.0464
#> [106]  824.9842  821.9993  820.5095  820.7034  824.9205  832.5594  840.7012
#> [113]  847.0484  852.9173  856.9520  859.4280  862.3773  865.8502  870.6405
#> [120]  871.8380  869.6752  867.5456  866.5933  868.1664  872.6577  878.3963
#> [127]  883.3563  887.2466  887.3798  886.8981  888.7331  890.8429  892.7785
#> [134]  892.3797  889.3614  886.1950  884.2835  883.3753  886.2490  892.3990
#> [141]  898.3541  904.1788  908.8273  911.9348  913.5149  914.1548  915.4560
#> [148]  919.8651  926.3901  932.4873  934.5441  932.7254  930.3145  928.9592
#> [155]  929.4810  935.8169  945.5621  954.3998  960.0378  962.2612  961.2901
#> [162]  961.6986  963.8693  966.8661  970.1072  973.4638  973.9440  973.2257
#> [169]  971.7344  971.2772  971.4808  971.1677  969.4942  966.3980  965.2945
#> [176]  966.8690  972.1981  976.6293  977.9740  974.0498  967.2711  964.4913
#> [183]  967.6778  975.4561  987.2433  999.9955 1007.5594 1009.2969 1009.8626
#> [190] 1006.1211 1002.0754  997.5921  995.3623  996.6274 1002.5577 1011.4097
#> [197] 1021.9796 1030.8476 1038.2436 1042.8221 1045.1109 1044.8496 1042.9892
#> [204] 1036.9905 1032.0549 1031.2450 1036.1681 1047.6171 1061.0420 1073.1516
#> [211] 1080.8078 1082.5572 1077.8803 1078.7428 1084.6400 1089.9818 1095.5690
#> [218] 1100.5899 1104.1718 1106.6948 1108.9721 1111.1500 1114.6796 1120.6996
#> [225] 1128.2189 1133.9710 1137.0492 1143.1683 1143.4647 1138.1963 1131.6732
#> [232] 1128.7513 1132.6155 1143.2322 1157.7703 1170.4865 1180.0633 1186.7398
#> [239] 1190.0629 1191.0039 1191.5676 1190.8849 1190.9808 1194.6318 1204.3904
#> [246] 1219.7514 1236.3584 1250.3737 1260.9386 1267.2536 1271.6767 1275.5156
#> [253] 1277.7469 1280.6766 1284.2714 1288.4286 1295.8726 1307.8080 1321.3659
#> [260] 1332.2893 1336.9930 1338.0757 1340.7997 1346.7034 1356.2530 1368.5640
#> [267] 1380.7242 1389.1303 1392.4970 1389.0683 1388.2967 1392.4979 1395.3600
#> [274] 1396.2067 1393.4474 1388.8579 1384.7088 1381.0583 1380.1015 1383.3431
#> [281] 1386.6760 1385.9707 1379.1786 1372.0621 1373.0201 1378.2079 1385.5755
#> [288] 1398.4454 1411.6162 1419.7216 1421.3823 1418.2757 1413.7799 1409.6871
#> [295] 1409.3257 1414.2355 1422.5529 1434.0672 1444.1298 1452.7100 1462.2451
#> [302] 1474.5290 1486.5177 1495.5001 1501.8397 1507.3805 1512.7335 1517.7541
#> [309] 1526.9821 1533.1672 1534.4246 1529.8961 1521.0498 1512.6731 1506.3157
#> [316] 1504.3472 1511.2729 1522.2904 1530.2554 1534.1485 1539.2153 1548.2424
#> [323] 1561.1612 1571.9930 1579.2074 1581.0422 1579.4138 1574.7339 1569.5731
#> [330] 1567.7157 1571.4665 1573.7872 1568.8805 1558.5744 1549.2429 1542.6646
#> [337] 1541.6342 1545.6262 1551.6656 1557.5724 1560.1938 1557.7868 1549.7361
#> [344] 1539.9001 1533.8012 1531.8364 1531.8667 1532.1465 1531.3913 1526.7037
#> [351] 1518.4547 1509.3891 1500.8070 1495.0792 1494.3351 1497.5027 1500.0771
#> [358] 1509.1870 1521.3750 1532.5616 1540.9503 1544.9754 1544.0865 1539.2989
#> [365] 1532.2800 1524.9251 1520.8930 1521.1013 1522.8703 1525.8823 1525.6225
#> [372] 1523.9895 1517.8121 1510.7825 1506.4217 1505.5596 1509.4922 1517.4148
#> [379] 1522.3617 1521.9067 1518.9575 1511.9173 1505.4117 1503.0022 1500.9283
#> [386] 1499.9236 1500.8128 1503.3093 1508.7826 1515.4685 1523.0069 1529.0521
#> [393] 1531.4183 1529.5416 1525.3973 1522.0117 1522.9126 1529.2140 1540.3495
#> [400] 1554.3223 1568.2942 1580.1365 1592.5320 1602.8647 1608.3595 1609.8737
#> [407] 1607.5536 1598.8217 1585.9624 1572.0047 1558.9479 1550.9824 1547.2964
#> [414] 1545.6088 1542.2117 1538.7200 1538.8917 1543.4616 1550.0399 1557.1776
#> [421] 1561.1525 1560.3643 1555.7520 1549.6525 1541.8227