A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab

Matthias Mohr ()

Econometrics from EconWPA

Abstract: This zip archive contains implementations of the trend-cycle-season filter in Eviews, Excel, and MatLab. The trend-cycle-season filter is another univariate method to decompose a time series into a trend, a cyclical and a seasonal component: the Trend-Cycle filter (TC filter) and its extension, the Trend-Cycle-Season filter (TCS filter), see paper ewp-em/0508004 at http://econwpa.wustl.edu/eprints/em/papers/0508/0508004.abs

Keywords: economic cycles; time series; filtering; trend-cycle decomposition; seasonality (search for similar items in EconPapers)
JEL-codes: C13 C22 E32 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-dge, nep-ets and nep-mac
Date: 2005-08-03
Note: Type of Document - zip. Programme code for Excel, Eviews, and MatLab

Downloads: (external link)
http://129.3.20.41/eps/em/papers/0508/0508005.zip (application/zip)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0508005

Access Statistics for this paper

More papers in Econometrics from EconWPA
Series data maintained by EconWPA ().