UChp function

UChp

Hodrick-Prescott filter estimation

UChp(y, lambda = 1600)

Arguments

• y: A time series object
• lambda: Smoothing constant (default: 1600)

Returns

The cycle estimation

Examples

## Not run:

cycle <- UChp(USgdp)
plot(cycle)
## End(Not run)

See Also

UC, UCforecast, UCvalidate, UCfilter, UCsmooth, UCcomponents, UCdisturb

Author(s)

Diego J. Pedregal