17 lines
309 B
Plaintext
17 lines
309 B
Plaintext
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Copyright (C) 2001 Michel Juillard
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Fast hpfiltering:
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[c,t]=hpfast(y,lambda)
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Inputs:
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y: vector (nx1) containing the series you wish to filter
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lambda: smoothing parameter (default: quarterly 1600)
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Outputs:
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c: Cyclical component (deviations from trend)
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t: Trend component
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