HP {AFR}R Documentation

Hodrick-Prescott filter

Description

Hodrick-Prescott filter is a data smoothing technique that removes trending in time series data frame

Usage

HP(x, freq = NULL, type = c("lambda", "frequency"), drift = FALSE)

Arguments

x

time-series vector

freq

integer

type

character, indicating the filter type

drift

logical

Examples

data (macroKZ)
HP(macroKZ[,2])

[Package AFR version 0.2.1 Index]