Does NumXL support Hodrick-Prescott Filter for trend extraction?

Mohamad

7 de Dezembro de 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.

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Mohamad
21 de Julho de 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

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