UChp: UChp
In UComp: Automatic Univariate Time Series Modelling of many Kinds
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, UCforecast, UCvalidate, UCfilter,
UCsmooth, UCcomponents, UCdisturb
Examples
cycle <- UChp(USgdp)
plot(cycle)
UComp documentation built on April 24, 2026, 5:07 p.m.
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.
| 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, UCforecast, UCvalidate, UCfilter,
UCsmooth, UCcomponents, UCdisturb
Examples
cycle <- UChp(USgdp)
plot(cycle)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.