logLik.hpj

A set of functions to compute the Hodrick-Prescott (HP)
filter with automatically selected jumps. The original
HP filter extracts a smooth trend from a time series, and our version
allows for a small number of automatically identified jumps.
See Maranzano and Pelagatti (2024) <doi:10.2139/ssrn.4896170> for details.

Matteo Pelagatti

jumps

Hodrick-Prescott Filter with Jumps

Paolo Maranzano

logLik.hpj function

<dl><dt>object</dt>
<dd>an object of class hpj;</dd>
<dt>...</dt>
<dd>not used: for consistency with generic function.</dd></dl>

Arguments

logLik method for the class hpj — logLik.hpj

<dl>

<dt>object</dt>
<dd>an object of class hpj;</dd>


<dt>...</dt>
<dd>not used: for consistency with generic function.</dd>

</dl>

logLik.hpj: logLik method for the class hpj

Description

Usage

Value

Arguments