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doc: add default values for baxter_king_filter

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Houtan Bastani 2014-05-13 13:00:28 +02:00
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doc/dynare.texi
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@ -9871,7 +9871,7 @@ ts1 is a dseries object:
@deftypefn {dseries} {@var{B} = } baxter_king_filter (@var{A}, @var{hf}, @var{lf}, @var{K})
Implementation of the Baxter and King (1999) band pass filter for @dseries objects. This filter isolates business cycle fluctuations with a period of length ranging between @var{hf} (high frequency) to @var{lf} (low frequency) using a symmetric moving average smoother with @math{2K+1} points, so that K observations at the beginning and at the end of the sample are lost in the computation of the filter.
Implementation of the Baxter and King (1999) band pass filter for @dseries objects. This filter isolates business cycle fluctuations with a period of length ranging between @var{hf} (high frequency) to @var{lf} (low frequency) using a symmetric moving average smoother with @math{2K+1} points, so that K observations at the beginning and at the end of the sample are lost in the computation of the filter. The default value for @var{hf} is @math{6}, for @var{lf} is @math{32}, and for @var{K} is 12.
@examplehead
@example