hpfilter {sectorgap} | R Documentation |
HP filter
Description
Applies the Hodrick Prescott Filter.
Usage
hpfilter(x, lambda)
Arguments
x |
A univariate time series object. |
lambda |
The smoothing parameter. |
Value
A univariate time series object containing the trend of the original time series.
[Package sectorgap version 0.1.0 Index]