Search found 2 matches
- 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.
- 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...