Hello ! i'd like to use an algorithm to remove a deterministic trend from a time serie. i've head about this Hodrick prescott filter that can do that and which is popular in economic. Does anyone here have a positive feedback using this filter ? Does anyone here knows another way to extract a deterministic trend ?
I'm currently working with a arima-oriented time serie software. thanks. Nicolas Herbaut INSA of Rouen FRANCE . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
