Expanding window HP cycle

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redversjones
Posts: 1
Joined: Thu Dec 07, 2017 10:11 am

Expanding window HP cycle

Postby redversjones » Tue Dec 19, 2017 10:50 am

Hi

Is it possible to create a time series of an expanding window/one-sided HP cycle? I have seen code for a rolling window but am struggling to convert to an expanding version.

Any help would be greatly appreciated,

Thank you.

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