filter

  1. C

    Time-Series with UKgas

    Hello, i have a problem with the seasonal component. y <- UKgas p <- 4 if(!p%%2==1) { x <- filter(y,rep(1/p,p)) } else { x <- filter(y,c(0.5,rep(1,p-1),0.5)/p) #Berechnung der geglätteten Zeitreihe } d_t <- y-x #Trendbereinigte Zeitreihe f <- matrix(d_t, 27, 4, byrow=TRUE)...
  2. L

    Filter list - show the entries not matched

    Hi I am using a simple filter based on a list of company names to filter-out companies of relevance from a database. What I need to do then is to find out, which of the companies in the filter-list that is not represented the output = which of the companies in the filter that was not found in...
  3. M

    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!!