Linear Trend, HP Trend, and bHP Trend
The modelling of the trend component of economic time series has a long history, and the most primitive and popular model displays the trend as a linear function of time. However, the residuals of such a linear trend frequently exhibit long-period fluctuations. The Hodrick–Prescott (HP) filter is ab...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/11/1893 |
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