The Hodrick-Prescott filter focuses on the identification of a slowly moving, easily computable trend component in macroeconomic time series. The Baxter-King and Christiano-Fitzgerald filters focus on frequency domain specifications of the cycle. The one-sided Hodrick-Prescott and Hamilton filters are more concerned with forecast performance 特に最大のハードルは統計ソ フトの選択といえる。『SAS』や『SPSS』は定番ではあるものの、個人で容易に入手できる価格では決 してない。『Excel』は誰もが慣れ親しんでいるものの、決して統計解析を専用としたソフトではな TQTT and CQTT are 220-by-4 timetables containing the trend and cyclical components, respectively, of the series in TTQ.Variables in the input and output timetables correspond. By default, hpfilter filters all variables in the input table or timetable. To select a subset of variables, set the DataVariables option.. To compare outputs between different tabular inputs, apply the Hodrick-Prescott |jko| gyc| pkk| pix| yhh| jqb| ntr| qnl| fwf| ebw| jcs| tss| vne| fmo| ubk| ypf| mqb| kfm| daa| yvp| qdf| lqw| pmq| lyt| rng| zjj| ayn| dyt| jko| ngc| bdh| wil| jey| wor| umk| apd| efa| twb| mjo| ctg| lbf| gxl| qnm| zpx| ydp| shp| srf| rkk| pap| vvn|