UChp {UComp}

UChp

Description

Hodrick-Prescott filter estimation

Usage

UChp(y, lambda = 1600)

Arguments

y

A time series object

lambda

Smoothing constant (default: 1600)

Value

The cycle estimation

Author(s)

Diego J. Pedregal

See Also

UC, UCmodel, UCvalidate, UCfilter, UCsmooth, UCcomponents, UCdisturb

Examples

## Not run: 
cycle <- UChp(USgdp)
plot(cycle)

## End(Not run)