The local quadratic trend model

Journal of Forecasting

Volumn 29, Issue 1-2, 2010, Pages 94-108

  Harvey, Andrew ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Cycles; Detrending; Hodrick prescott filter; Smoothing; Spectral analysis; State space; Stochastic trend

Indexed keywords

BANDPASS FILTERS; FREQUENCY DOMAIN ANALYSIS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; TIME SERIES;

CYCLE; DETRENDING; HODRICK-PRESCOTT FILTERS; MODEL-BASED METHOD; SIGNAL EXTRACTION; SMOOTHING; STATE-SPACE; STOCHASTIC TRENDS; TIMES SERIES; TREND MODEL;

SPECTRUM ANALYSIS;

EID: 77449140876     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1144     Document Type: Article

References (11)

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