hodrick-prescott-filter
There are 1 repository under hodrick-prescott-filter topic.
fischlerben / Yen-vs-US-Dollar
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.
Language:Jupyter Notebook 8mbalcilar / mFilter
Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
Language:R 6jeckonov / Econometrics
Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)
Language:Jupyter Notebook 4- Language:R 1
herose07 / Yen_Time_Series_Forecasting
Using time series tools to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 1ltayara1 / Time_Series-Regression_Analysis
This project uses the many time-series tools (Hodrick-Prescott Filter, ARMA, ARIMA and GARCH models, linear regression, etc.) to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 1sdBrinkmann / HPFilter.jl
(Boosted) Hodrick-Prescott Filter implemented as Julia package
Language:Julia 1tyedem / Yen_For_The_Future
Time Series forecasting and linear regression modelling of currency price action
Language:Jupyter Notebook 1devinaa1604 / Time_Series_Analysis_on_Yen
This project aims to predict future yen prices using time-series models such as ARIMA as well as making out of sample and in sample predictions on Python
Language:Jupyter Notebook 0maltseva88 / Times-Series-Analysis
In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
0tamobee / yen-futures
Time-series forecasting and linear regression modeling in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter Notebook 0davidtstill / Time_Series_Analysis
Testing various time-series tool to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language:Jupyter NotebookThis repository is for me to practice Time Series Forecasting.
Language:Jupyter NotebookSkivHisink / BusinessCycleRegularities
Business Cycle Regularities in 2 countries
Language:Jupyter NotebookStrawhatRA / Yen_For_The_Future
Time Series forecasting and linear regression modelling of currency price action.
Language:Jupyter Notebook
