franzmohr/hpconf: Confidence Bands for the Hodrick-Prescott Filter
An implementation for the calculation of confidence bands for the trend component of the Hodrick-Prescott (HP) filter as proposed by Giles (2013).
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.0.1 |
| URL | https://github.com/franzmohr/hpconf |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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