| HP {AFR} | R Documentation |
Hodrick-Prescott filter for time series data
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 0.3.5 Index]