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by JOSE JB
Fri May 31, 2019 6:13 am
Forum: Program Repository
Topic: HP Filter in Rolling Window mode
Replies: 0
Views: 1025

HP Filter in Rolling Window mode

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...

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