Man pages for jumps
Hodrick-Prescott Filter with Jumps

auto_hpfjAutomatic selection of the optimal HP filter with jumps
auto_hpfj_fixAutomatic selection of the optimal HP filter with jumps and...
auto_hpfjxAutomatic selection of the optimal HP filter with jumps and...
BICBIC method for the class hpj
daInternal function for computing scores w/r to regression...
dummyseasSeasonal dummy variables
employed_ITDataset: employed_IT
hpfjHP filter with automatic jumps detection.
hpfj_fixHP filter with automatic jumps detection and fixed smoothing...
hpfjxHP filter with jumps and regressors (still experimental)
hpjHodrick-Prescott filter with jumps
jumps-packageHodrick-Prescott Filter with Jumps
lltKalman filtering and smoothing for local linear trend plus...
logLiklogLik method for the class hpj
mseMean squared error
nobsnobs method for the class hpj
plotPlot method for the class hpj
printPrint method for the class hpj
trigseasTrigonometric seasonal variables
jumps documentation built on April 4, 2025, 2:22 a.m.