Results for "hp"
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Which HP do you choose ? orange HP_ULLMAN2 Dark Green HP_NEW Light green ULLMAN_HPTags: HP
4046 days ago
The improved Hodrick Prescott Filter indicator
Great news today I made an improvment regarding the Hodrick prescott filterTags: HP
4133 days ago
Using HP w/ a non constant smoothing parameter lambda
The Hodrick-Prescott filter and the problem (mathematical improvment) The output gap as a measure of economic activity or “excess demand” is the difference betweenactual and potential output. Theoretically, the current output gap should provide informationregarding future inflation. ...Tags: hp
4315 days ago
Problem of selecting the best lambda in Hodrick prescott algorythm
Hi All I met some deep problems regarding the calculation of the variable Lambda in my indicators It 's sur to the fact, the Hodrick-Prescott (HP) requires setting a value for the smoothing parameter λ. This value should be chosen based on statistical properties and economicwe want to s...Tags: hp
4315 days ago