Does there exist better alternatives to hp fitler?
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I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?
machine-learning statistics time-series economics
asked Nov 11 at 10:51
Shashank Nathani
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up vote
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I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?
machine-learning statistics time-series economics
asked Nov 11 at 10:51
Shashank Nathani
1
add a comment |
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?
machine-learning statistics time-series economics
asked Nov 11 at 10:51
Shashank Nathani
1
I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?
machine-learning statistics time-series economics
machine-learning statistics time-series economics
asked Nov 11 at 10:51
Shashank Nathani
1
asked Nov 11 at 10:51
Shashank Nathani
1
asked Nov 11 at 10:51
Shashank Nathani
1
asked Nov 11 at 10:51
Shashank Nathani
1
asked Nov 11 at 10:51
Shashank Nathani
1
1
add a comment |
add a comment |
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