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