HP: Hodrick-Prescott filter for time series data
In AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data
HP R Documentation
Hodrick-Prescott filter for time series data
Description
Hodrick-Prescott filter is a data smoothing technique that removes trending in time series data frame
Usage
HP(x, freq = NULL, type = c("lambda", "frequency"), drift = FALSE)
Arguments
x
time-series vector
freq
integer
type
character, indicating the filter type
drift
logical
Examples
data(macroKZ)
HP(macroKZ[,2])
AFR documentation built on Nov. 2, 2023, 6:09 p.m.
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| HP | R Documentation |
Hodrick-Prescott filter for time series data
Description
Hodrick-Prescott filter is a data smoothing technique that removes trending in time series data frame
Usage
HP(x, freq = NULL, type = c("lambda", "frequency"), drift = FALSE)
Arguments
x |
time-series vector |
freq |
integer |
type |
character, indicating the filter type |
drift |
logical |
Examples
data(macroKZ)
HP(macroKZ[,2])
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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