Description Usage Arguments See Also Examples
This function computes the cyclical component of the Hodrick-Prescot filter.
1 |
x |
Univariate vector, numeric or ts object with only one dimension. |
... |
Further arguments passed to |
select_lambda
1 2 3 | unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hp(unemp, freq = select_lambda("monthly"))
plotx(cbind(unemp, unemp_cycle))
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