Results for "HP_oscillator"
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Cycle_Extraction and comparaison
Very instructive conclusion Both the CF-filter and the HP-filter performs better than PAT. Use the HP-filter if the early, clear and steady turning point signals are your priority. Apply a filter band of 12-120 months and use series specific stabilizing forecasting with forecast horizons from 0 ...Tags: HP_oscillator
4363 days ago