Part XVII. Business cycle tools
Table of Contents
- agf — autocovariance generating function
- banerji — performs banerji test to evaluate the leading profile of a series against another one
- bkfilter — Baxter-King filter
- brybos — Bry-Boshan turning points datation
- cffilter — Christiano-Fitzgrald filter
- define_recession — define the location of peaks and troughs
- hpfilter — Hodrick Prescott filter
- hpofilter — Hodrick Prescott one-sided filter
- spectral — non parametric spectral analysis of time series
- specvarma — compute parametric spectral analysis of time series