hodrick prescott filter daily frequency serie
Posted: Wed Aug 13, 2014 8:03 am
Hello,
Im trying to make HP Filter to daily frequency serie, but i have to make seasonally adjusted. how can i do seasonally adjusted with time serie daily frequency. my serie is stronger stationality on friday, saturday, every week, every year; i haved 5 years of information daily.
Please Help
Im trying to make HP Filter to daily frequency serie, but i have to make seasonally adjusted. how can i do seasonally adjusted with time serie daily frequency. my serie is stronger stationality on friday, saturday, every week, every year; i haved 5 years of information daily.
Please Help