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A complete guide to Hodrick–Prescott filter in time-series analysis - Analytics India Magazine

Retrieved on: 2022-02-13 19:41:26

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A complete guide to Hodrick–Prescott filter in time-series analysis - Analytics India Magazine. View article details on HISWAI: https://analyticsindiamag.com/a-complete-guide-to-hodrick-prescott-filter-in-time-series-analysis/

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This filter is mainly useful in removing the cyclic component from time-series data. Applying the Hodrick–Prescott filter in time series allows us to ...

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