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- Fri May 31, 2019 6:13 am
- Forum: Program Repository
- Topic: HP Filter in Rolling Window mode
- Replies: 0
- Views: 3577
Hello, everyone. I want to share the programming that performs the HP Filter on a Rolling Window mode. It has been coded for one variable, the user can set the window, parameter size (lambda), step of the rolling window of its preference and, of course, get multiple trends and gaps per time span. Pl...