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trigonometric-regression-filter

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mbalcilar / mFilter

Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters

time-series filters butterworth-filter macroeconomics hodrick-prescott-filter christiano-fitzgerald-filter baxter-king-filter trigonometric-regression-filter

Updated Dec 17, 2022
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