CFEAT: RATS procedure to identify turning points and cyclical phases of a series

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Program for the determination of the turning points of the time series, calculation of the duration and amplitude of the expansions and recessions. The expansion (recession) is defined as a timespan between a cyclical trough (peak) and peak (trough). The amplitude hence is the absolute distance between trough (peak) and peak (trough).

Language: RATS
Requires: RATS 7.30
Keywords: Business; cycles (search for similar items in EconPapers)
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