Baxter-King filter
[fX,AA]=bkfilter(namey,pl,pu,arg1,...,argn)
* namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes
* pl = minimum period of oscillation of desired component
* pu = maximum period of oscillation of desired component (2< = pl<pu<infinity)
* nfix = - length of the fixed filter (if typ = 'sym')
- or: dropped observations at the beginning and end of resulting variable
* typ = 'fixed' for a fixed length filter (default) or 'vari' for a variable length filter
* fX = (nX1) vector containing filtered data
* AA = filtering matrix
load(GROCERDIR+'/macros/grocer/db/bkfilter.dat'); [gdp_f,A]=bkfilter(gdp,2,8,'root=1','drift=1','asym') | ![]() | ![]() |