HP filter and de-trending
Posted: Sun Aug 09, 2009 10:48 pm
I have run a HP filter on data that is trend-stationary and have got the graph of the results comes up. How do you see the actual series created by the HP filter so that it can be utilised?
Does anyone have any suggestions as to another de-tredning technique?
Thanks!
Does anyone have any suggestions as to another de-tredning technique?
Thanks!