Package BCDating'

Package ‘BCDating’
October 12, 2022

Type Package
Title Business Cycle Dating and Plotting Tools
Version 0.9.8
Date 2019-01-06
Maintainer Majid Einian <[email protected]>
Description Tools for Dating Business Cycles using Harding-Pagan (Quarterly Bry-
Boschan) method and various plotting features.
License GPL-2
Depends methods
NeedsCompilation no
Author Majid Einian [aut, cre]
Repository CRAN
Date/Publication 2019-01-07 13:30:03 UTC
R topics documented:
BCDating-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
avgts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
BBQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
BCDating-class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Iran.non.Oil.GDP.Cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
Iran.non.Oil.GDP.Quarterly.Growth . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
MBRI.Iran.Dating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
plot-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
show-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
summary-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
window-methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Index 12
1
2 BCDating-package
BCDating-package Business Cycle Dating and Plotting Tools
Description
This package implements the Harding and Pagan algorithm that creates a quarterly dating from a
univariate time series. Procedures for printing and plotting appropriate graphs are provided. Also
the dating for business cycles of the economy of Iran (by MBRI, CBI) is provided.
Details
Package: BCDating
Type: Package
Version: 0.9.8
Date: 2019-01-06
License: GPL-2
Depends: methods
Author(s)
Majid Einian,<[email protected]>,
Monetary and Banking Research Institute, Central Bank of Islamic Republic of Iran
See Also
BBQ, BCDating Class, avgts
Examples
library(BCDating)
data("Iran.non.Oil.GDP.Cycle")
dat <- BBQ(Iran.non.Oil.GDP.Cycle, name="Dating Business Cycles of Iran")
show(dat)
summary(dat)
plot(dat)
plot(dat,Iran.non.Oil.GDP.Cycle)
data("MBRI.Iran.Dating")
plot(MBRI.Iran.Dating)
avgts 3
avgts TimeSeries averages over cycle phases.
Description
This function returns the averages of the input time series over each of phases in the Dating. It omits
the NA’s in the time series, so will give an error with internal NA’s.
Usage
avgts(ts,Dating)
Arguments
ts The input time series.

Dating The dating.
Value
A ts timeseries.
Author(s)
Examples
data("Iran.non.Oil.GDP.Quarterly.Growth")
avggrowth <- avgts(Iran.non.Oil.GDP.Quarterly.Growth,MBRI.Iran.Dating)
cbind(avggrowth,Iran.non.Oil.GDP.Quarterly.Growth)
plot(MBRI.Iran.Dating,avggrowth)
plot(MBRI.Iran.Dating,Iran.non.Oil.GDP.Quarterly.Growth,averages=TRUE)
4 BBQ
BBQ Harding-Pagan (Quarterly Bry-Boschan) Business Cycle Dating Pro-

cedure
Description
This function implements the Harding and Pagan algorithm that creates a quarterly dating from a
univariate time series.
Usage
BBQ(y, mincycle = 5, minphase = 2, name = "")
Arguments
y The input time series.

mincycle Minimum length of a cycle. default=5
minphase Minimum length of a phase of a cycle.default=2
name The name of the series or dating.
Details
See Reference paper.
Value
An object of class "BCDating". You can use show(), summary(), window(), and plot() on it.
Author(s)
Franck Arnaud ,
National Institute of Statistics and Economic Studies (INSEE), France
References
Harding, D. and Pagan A. 2002 "Dissecting the Cycle: A Methodological Investigation." Journal
of Monetary Economics 49 (2), 365–381. http://www.sciencedirect.com/science/article/
pii/S0304393201001088.
BCDating-class 5
Examples
show(dat)
summary(dat)
plot(dat)
data(MBRI.Iran.Dating)
plot(dat,MBRI.Iran.Dating)
BCDating-class Class "BCDating"
Description
Class Designed for dating Business Cycles
Objects from the Class

A BCDating is basically is a sequence of peaks and troughs. But it can also be represented as
a discrete state process, with values such as -1 for recession and 1 for expansion phases. The
BCDating class is designed to handle this kind of data: it can store, print and plot graphs of such
data.
Use BBQ to create object of BCDating type from Quarterly Data.
Slots
name: Object of class "character" The name of the Dating
states: Object of class "ts" States of the Dating (-1 for recession and 1 for expansion phases)
peaks: Object of class "numeric" Indices of Peaks
troughs: Object of class "numeric" Indices of Throughs
y: Object of class "ts" The Refernce Time Series (e.g. the GDP Cycle)
param: Object of class "list" Parameters of the Dating (i.e. min phase and min cycle)
type: Object of class "character" Dating Type
Methods
plot,BCDating,missing-method,
plot,BCDating,ts-method, plot,ts,BCDating-method,
plot,BCDating,BCDating-method, plot,list,missing-method
Author(s)
Franck Arnaud ,
6 Iran.non.Oil.GDP.Quarterly.Growth
References
Franck Arnaud’s R package datation
Iran.non.Oil.GDP.Cycle
Cycle of non-Oil GDP of Iran.
Description
Cycle of non-Oil GDP of Iran. (Non-Oil GDP after x12, and HP filtering)
Usage
Iran.non.Oil.GDP.Cycle
Format
ts Quarterly Time Series
Source
Central Bank of Islamic Republic of Iran. Further calculations by Majid Einian
References
Einian, M. and M. Barakchian (2014), Measuring and Dating Business Cycles of the Economy of
Iran, Journal of Monetary & Banking Research, 7(20), Summer 2014, pp. 161-194. (in Persian)
Iran.non.Oil.GDP.Quarterly.Growth
Quartely Grwoth of non-Oil GDP of Iran.
Description
Quartely Grwoth of non-Oil GDP of Iran. (after x12)
Usage
Iran.non.Oil.GDP.Quartely.Grwoth
Format
ts Quarterly Time Series
MBRI.Iran.Dating 7
Source
Central Bank of Islamic Republic of Iran. Further calculations by Majid Einian
References
MBRI.Iran.Dating Dating of Business Cycles of Iran by MBRI
Description
This is the official Dating of Business Cycles of Iran by MBRI. This is not exactly what you get
using BBQ on Iran.non.Oil.GDP.Cycle as there are some changes to that based on other economic
facts. See reference paper for details.
Usage
Format
BCDating Object
Source
Einian, M. and M. Barakchian (2014)
References
Examples
8 plot-methods
plot-methods Plotting BCDating Objects, and Plotting Time-Series on BCDating

Plot Background
Description
Methods for function plot. Some arguments are not applicable to all methods, but most are com-
mon.
Arguments
dates If TRUE, plots the dates of peaks and troughs on the plot. default=FALSE
yearrep Number of digits a year is represented if dates are plotted (i.e. dates = TRUE),
eg. yearrep = 2 plots dates like 72:3, and yearrep = 4 plots dates like 1372:3.
default = 2
col.bg Background Color of Dating plot (i.e. the color for periods with unknown cycle
state). default=gery(0.8)
col.exp Color for Expansions. default=grey(1)
col.rec Color for Recessions. default=grey(0.45)
main Main Title of the Plot, if not provided, the name of the Dating will be used.
default=""
xlab Label of the X axis. default=""
ylab Label of the Y axis. default=""
lwd The line Width. default=2
cex Relative magnification factor. default=0.5
vert A vector of dates in which vertical lines should be plotted. default=NULL
col.vert Color of added vertical lines. default="darkblue"
windos If TRUE, plots the time series in the time horizon where the Dating is available,
else plots the entire time series. default=FALSE
averages If TRUE, plots the averages of times series in each cycle phases. This can be
either a vector with the length equal to number of time series in mts object, or
just a single value, which would be used for all time series. default=FALSE
col Color of each of the time series plotted. This can be either a vector with the
length equal to number of time series in mts object, or just a single value, which
would be used for all time series. default="red"
show-methods 9
Methods
signature(x = "BCDating", y = "missing") Plots a BCDating.
signature(x = "BCDating", y = "ts") Plot a Time-Series, (or multiple time serires in case y’s
class is mts) on a BCDating.
signature(x = "ts", y = "BCDating") Plot a Time-Series, (or multiple time serires in case y’s
class is mts) on a BCDating.
signature(x = "BCDating", y = "BCDating") Plots 2 BCDatings, so you can compare them.
signature(x = "list", y = "missing") Plots a list of BCDating Objects, so you can compare
them.
Author(s)
Franck Arnaud ,
Examples
library(BCDating)
plot(MBRI.Iran.Dating,dates=TRUE)
plot(MBRI.Iran.Dating,Iran.non.Oil.GDP.Cycle)
plot(Iran.non.Oil.GDP.Cycle,MBRI.Iran.Dating)
data("Iran.non.Oil.GDP.Quarterly.Growth")
plot(MBRI.Iran.Dating,Iran.non.Oil.GDP.Quarterly.Growth,averages=TRUE)
plot(MBRI.Iran.Dating,cbind(Iran.non.Oil.GDP.Cycle*100,Iran.non.Oil.GDP.Quarterly.Growth))

plot(dat,MBRI.Iran.Dating)
plot(list(dat,MBRI.Iran.Dating))
show-methods Showing a BCDating object
Description
Methods for function show
Methods
signature(object = "BCDating") Shows the dates of peaks and troughs of the BCDating.
10 window-methods
Author(s)
Franck Arnaud
Examples
library(BCDating)
MBRI.Iran.Dating
summary-methods Summerizing a BCDating Object
Description
Methods for function summary
Methods
signature(object = "BCDating") Lists the start and end dates of recessions and expansions in
a BCDating, their duration, amplitude ,... Also the average duration of expansions and reces-
sions are printed.
Author(s)
Franck Arnaud
window-methods Extracting a window of A BCDating
Description
Methods for function window
Methods
signature(x = "BCDating") Sometimes you need to know the state of economics in just a period
of time. Using Window, you can obtain a new BCDating object limited to the time period
mentioned. See examples.
window-methods 11
Author(s)
Examples
library(BCDating)
MBRI.Iran.Dating
window(MBRI.Iran.Dating,start=c(1368,2),end=c(1376,1)) # 5th and 6th Gov's of IRI
Index
∗ Averages over Cycle Phases plot,list,missing-method

avgts, 3 (plot-methods), 8
∗ Business Cycle Dating plot,ts,BCDating-method (plot-methods),
BBQ, 4 8
∗ Hardin-Pagan plot-methods, 8
BBQ, 4
∗ Quarterly Bry-Boschan show,BCDating-method (show-methods), 9
BBQ, 4 show-methods, 9
∗ classes summary,BCDating-method
BCDating-class, 5 (summary-methods), 10
∗ datasets summary-methods, 10
MBRI.Iran.Dating, 7
∗ methods window,BCDating-method
show-methods, 9 (window-methods), 10
summary-methods, 10 window-methods, 10
window-methods, 10
∗ package
BCDating-package, 2
avgts, 2, 3
BBQ, 2, 4, 7
BCDating (BCDating-package), 2
BCDating-class, 5
BCDating-package, 2
Iran.non.Oil.GDP.Cycle, 6, 7
Iran.non.Oil.GDP.Quarterly.Growth, 6
MBRI.Iran.Dating, 7
plot,BCDating,BCDating-method
(plot-methods), 8
plot,BCDating,list-method
(plot-methods), 8
plot,BCDating,missing-method
(plot-methods), 8
plot,BCDating,ts-method (plot-methods),
8
plot,list,BCDating-method
(plot-methods), 8
12

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Package ‘BCDating’

October 12, 2022

BCDating-package Business Cycle Dating and Plotting Tools

BBQ, BCDating Class, avgts

avgts TimeSeries averages over cycle phases.

ts The input time series.

BBQ Harding-Pagan (Quarterly Bry-Boschan) Business Cycle Dating Pro-

BBQ(y, mincycle = 5, minphase = 2, name = "")

y The input time series.

See Reference paper.

BCDating-class Class "BCDating"

Objects from the Class

MBRI.Iran.Dating Dating of Business Cycles of Iran by MBRI

plot-methods Plotting BCDating Objects, and Plotting Time-Series on BCDating

dat <- BBQ(Iran.non.Oil.GDP.Cycle, name="Dating Business Cycles of Iran")

show-methods Showing a BCDating object

summary-methods Summerizing a BCDating Object

window-methods Extracting a window of A BCDating

∗ Averages over Cycle Phases plot,list,missing-method

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