Does NumXL support Hodrick-Prescott Filter for trend extraction?
The Hodrick-Prescott (HP) filter is widely used in the field of economics to estimate trends and cycles from time series data.
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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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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