This thread is about l1filter add-in.
The add-in allows you to extract a piecewise linear trend by primal-dual interior point method proposed by Kim et al. (2009). It is an alternative trend estimation method to well-known Hodrick-Prescott filter, but can also be used in determining the break (kink) points in a time series. For further instructions, please see the documentation that comes with the add-in and the EViews' blog post.
For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.
1 post • Page 1 of 1
Who is online
Users browsing this forum: Bing [Bot] and 1 guest