L1FILTER

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.

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trubador
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L1FILTER

Postby trubador » Fri Nov 04, 2016 12:53 am

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.

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