<< Supplementary distibution functions
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>> Business cycle tools
Business cycle tools
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
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