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

Matthias Mohr ()

Econometrics from University Library of Munich, Germany

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)
Date: 2005-08-03
New Economics Papers: this item is included in nep-dge, nep-ets and nep-mac
Note: Type of Document - zip. Programme code for Excel, Eviews, and MatLab
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https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0508/0508005.zip (application/zip)

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

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