UChp: UChp
In UComp: Automatic Unobserved Components and Other Time Series Models
UChp R Documentation
UChp
Description
Hodrick-Prescott filter estimation
Usage
UChp(y, lambda = 1600)
Arguments
y
A time series object
lambda
Smoothing constant (default: 1600)
Value
The cycle estimation
Author(s)
Diego J. Pedregal
See Also
UC, UCmodel, UCvalidate, UCfilter,
UCsmooth, UCcomponents, UCdisturb
Examples
## Not run:
cycle <- UChp(USgdp)
plot(cycle)
## End(Not run)
UComp documentation built on May 31, 2023, 7:41 p.m.
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| UChp | R Documentation |
UChp
Description
Hodrick-Prescott filter estimation
Usage
UChp(y, lambda = 1600)
Arguments
y |
A time series object |
lambda |
Smoothing constant (default: 1600) |
Value
The cycle estimation
Author(s)
Diego J. Pedregal
See Also
UC, UCmodel, UCvalidate, UCfilter,
UCsmooth, UCcomponents, UCdisturb
Examples
## Not run:
cycle <- UChp(USgdp)
plot(cycle)
## End(Not run)
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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