UComp (version 4.0.1)

UChp: UChp

Description

Hodrick-Prescott filter estimation

Usage

UChp(y, lambda = 1600)

Value

The cycle estimation

Arguments

y

A time series object

lambda

Smoothing constant (default: 1600)

Author

Diego J. Pedregal

See Also

UC, UCmodel, UCvalidate, UCfilter, UCsmooth, UCcomponents, UCdisturb

Examples

if (FALSE) {
cycle <- UChp(USgdp)
plot(cycle)
}