Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
time-series
filters
butterworth-filter
macroeconomics
hodrick-prescott-filter
christiano-fitzgerald-filter
baxter-king-filter
trigonometric-regression-filter
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Updated
Dec 17, 2022 - R