Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components
This method separate a time series into a smooth component whose mean varies over time (the trend) and a stationary component (the cycle). the non-parametric method for obtaining the trend ensures that short term changes in trend growth are not associated with the current level of the cycle, thus ensuring a modicum of independence between the two series.
|Date of creation:||Dec 1999|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://dge.repec.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:dge:qmrbcd:75. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)
If references are entirely missing, you can add them using this form.