Hodrick-Prescott filter is a data smoothing technique that removes trending in time series data frame

Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data.
The package includes functions from existing R packages adapted for banking sector of Kazakhstan.
The purpose of the package is to optimize statistical functions for easier interpretation for bank analysts and non-statisticians.

Sultan Zhaparov

Toolkit for Regression Analysis of Kazakhstan Banking Sector
Data

Timur Abilkassymov

Shyngys Shuneyev

Alua Makhmetova

HP function

<dl><dt>x</dt>
<dd>time-series vector</dd>
<dt>freq</dt>
<dd>integer</dd>
<dt>type</dt>
<dd>character, indicating the filter type</dd>
<dt>drift</dt>
<dd>logical</dd></dl>

Arguments

Hodrick-Prescott filter for time series data — HP

<dl>

<dt>x</dt>
<dd>time-series vector</dd>


<dt>freq</dt>
<dd>integer</dd>


<dt>type</dt>
<dd>character, indicating the filter type</dd>


<dt>drift</dt>
<dd>logical</dd>

</dl>

HP: Hodrick-Prescott filter for time series data

Description

Usage

Arguments

Examples