hpfilter {RGAP} | R Documentation |
HP filter
Description
Applies the Hodrick Prescott Filter.
Usage
hpfilter(x, lambda)
Arguments
x |
A univariate time series object. |
lambda |
The smoothing parameter. |
Value
A univariate time series object containing the trend of the original time series.
Examples
# get data for France
data("gap")
country <- "France"
tsList <- amecoData2input(gap[[country]], alpha = 0.65)
hp <- hpfilter(x = tsList$gdp, lambda = 6.25)
[Package RGAP version 0.1.1 Index]