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- Thu Mar 13, 2014 9:21 am
- Forum: Programming
- Topic: Extracting Trend Using Kalman Filter
- Replies: 1
- Views: 3593
Extracting Trend Using Kalman Filter
Hi everyone. Please help me to extract the trend of a series using kalman filter. I already have the estimation output but I need the trend of the series. What will I do? I just know the point-and-click feature of the Eviews so can you give me instructions on what to do. Thank you. By the way, I alr...