jumps-package |
Hodrick-Prescott Filter with Jumps |
auto_hpfj |
Automatic selection of the optimal HP filter with jumps |
auto_hpfjx |
Automatic selection of the optimal HP filter with jumps and regressors |
auto_hpfj_fix |
Automatic selection of the optimal HP filter with jumps and fixed smoothing constant |
BIC.hpj |
BIC method for the class hpj |
da |
Internal function for computing scores w/r to regression coefficients |
dummyseas |
Seasonal dummy variables |
employed_IT |
Dataset: employed_IT |
hpfj |
HP filter with automatic jumps detection. |
hpfjx |
HP filter with jumps and regressors (still experimental) |
hpfj_fix |
HP filter with automatic jumps detection and fixed smoothing constant |
hpj |
Hodrick-Prescott filter with jumps |
jumps |
Hodrick-Prescott Filter with Jumps |
llt |
Kalman filtering and smoothing for local linear trend plus noise |
logLik.hpj |
logLik method for the class hpj |
mse |
Mean squared error |
nobs.hpj |
nobs method for the class hpj |
plot.hpj |
Plot method for the class hpj |
print.hpj |
Print method for the class hpj |
trigseas |
Trigonometric seasonal variables |