UChp {UComp} | R Documentation |
Hodrick-Prescott filter estimation
UChp(y, lambda = 1600)
y |
A time series object |
lambda |
Smoothing constant (default: 1600) |
The cycle estimation
Diego J. Pedregal
UC
, UCmodel
, UCvalidate
, UCfilter
,
UCsmooth
, UCcomponents
, UCdisturb
## Not run:
cycle <- UChp(USgdp)
plot(cycle)
## End(Not run)