A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab

This zip archive contains implementations of the trend-cycle-season filter in Eviews, Excel, and MatLab. The trend-cycle-season filter is another univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension, the Trend-Cycle-Season filter (TCS filter), see paper ewp-em/0508004 at http://econwpa.wustl.edu/eprints/em/papers/0508/0508004.abs

MoreLess

Year of publication:	2005-08-03
Authors:	Mohr, Matthias
Institutions:	EconWPA
Subject:	economic cycles \| time series \| filtering \| trend-cycle decomposition \| seasonality

More details

Extent:	application/zip
Series:	Econometrics.
Type of publication:	Book / Working Paper
Notes:	Type of Document - zip. Programme code for Excel, Eviews, and MatLab
Classification:	C13 - Estimation ; C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005062569