Search found 2 matches

by ameridian
Thu Jun 14, 2018 4:12 am
Forum: Data Manipulation
Topic: Hodrick-Prescott cycle component
Replies: 1
Views: 2937

Hodrick-Prescott cycle component

How can I delete cycle component from HP filter in graph?I want only the trend to show up on graphic but I can't figure it out how to delete the cycle component.Tnx. :D
by ameridian
Mon Apr 30, 2018 6:37 am
Forum: Estimation
Topic: Re-estimating the regression coefficient
Replies: 1
Views: 2121

Re-estimating the regression coefficient

I'm currently studying the impact of inflation on stock return.I found a positive relationship,inflation variable having a coefficient of 1.54.So,basically,when inflation grows with 1%,stock return grows with 1.54%.I'm thinking that this relationship cannot exist economically speaking at any value o...

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