Does NumXL support Hodrick-Prescott Filter for trend extraction?

Mohamad

7 décembre 2012 18:57

The Hodrick-Prescott (HP) filter is widely used in the field of economics to estimate trends and cycles from time series data.

1 commentaire

Mohamad
21 juillet 2013 18:37

The Hodrick-Prescott filter is available in NumXL 1.61.41476.1 (update 5).

Examples for using this filter are available on the function reference page

0

Actions pour les commentaires Permalien

Vous devez vous connecter pour laisser un commentaire.