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}}