baxter-king-filter

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• mbalcilar / mFilter

  Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters

  time-seriesfiltersmacroeconomicsbutterworth-filterhodrick-prescott-filterchristiano-fitzgerald-filterbaxter-king-filtertrigonometric-regression-filter
  Language:R 6