Recent content by matlabber

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    determining smoothing parameter in HP filter

    I'm trying to determine an smoothing parameter for the Hodrick-Prescott Filter. I've seen there are papers on the topic, but they are far to advanced for my comprehension. If I have a data set, X, what are the steps to take? Please any suggestions are helping!!
  2. M

    Least Squares Parabola

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  3. M

    Least Squares Slope

    Parabolic Least Squares Estimate Least Squares Parabola Hi all I have been trying to find the values of the coefficients for the least squares parabola: y = a + bx + cx^2 I have taken partial derivatives wrt a, b, c and now have three equations, but I don't know what to do next...any...
  4. M

    comparing two dependent? groups

    comparing two dependent? groups - which test should I use Hi, I have a mathematics/Matlab question. Suppose I have a speaker that serves as a sound source, and two IDENTICAL microphones to the left and right of this speaker. Suppose that each microphone collects data regarding the sound...
  5. M

    using variance matrix

    stat var If you have a vector Q = [Q1 Q2 ], where Qi is a random variable, and a variance matrix var(Q) = [a b c; d e f] how do you find the variance for Q1,Q2? Is there a formula? Please and thanks