Christopher F. Baum, Martha Lopez
Abstract
butterworth filters one or more time series using the Butterworth square-wave highpass filter described in Pollock (J. Econometrics, 2000). It has somewhat similar behavior to the Hodrick-Prescott filter (see hprescott) but is more tunable.
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butterworth filters one or more time series using the Butterworth square-wave highpass filter described in Pollock (J. Econometrics, 2000). It has somewhat similar behavior to the Hodrick-Prescott filter (see hprescott) but is more tunable.
Key concepts: Butterworth filter, High-pass filter, Square wave, Filter (signal processing), Square (algebra), Mathematics, Low-pass filter, Computer science