la litt�rature est vaste sur le sujet. Dans les annales de l'insee tu trouves qq articles sur le sujet.
en pratique je te conseille de faireun tour sur le site de la banque d'espagne (www.bde.es) et de regarder dans les working papers. Il y a aussi des softs dans le lien 'econometrics'. Yves "Nicolas Herbaut" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > 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/ . =================================================================
