CFEAT Procedure

@CFeat (Cycle Features) can be used 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). Note that the series should have the its systematic trend removed prior to analyzing it with CFeat—the series is assumed to be roughly mean zero.

The output of the program is the table of the durations and amplitudes of the cyclical phases of the particular cycles as well as the average durations and amplitudes.

@CFeat( options ) series start end

Parameters

series	series to analyze
start, end	range of series to use. By default, the defined range of series.

Options

M=minimum cycle duration [8]

R=determines (inversely) the minimum magnitude of an extremum [1]

ASYM=output vector (dimension 6)

containing the average durations and amplitudes (in pairs of duration and amplitude) of the whole cycle, expansion, and recession.

TABLE=NONE/[FULL]/SUMMARY