GitHub topics: hodrick-prescott-filter
AndryVon/hpf
A high precision floating-point arithmetic module.
Language: Python - Size: 38.1 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
mbalcilar/mFilter
Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
Language: R - Size: 298 KB - Last synced at: 6 months ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 3
franzmohr/hpconf
Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)
Language: R - Size: 235 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 4
sdBrinkmann/HPFilter.jl
(Boosted) Hodrick-Prescott Filter implemented as Julia package
Language: Julia - Size: 43.9 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 2
SkivHisink/BusinessCycleRegularities
Business Cycle Regularities in 2 countries
Language: Jupyter Notebook - Size: 1.18 MB - Last synced at: 19 days ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 1
jeckonov/Econometrics
Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)
Language: Jupyter Notebook - Size: 1.05 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 2
fischlerben/Yen-vs-US-Dollar
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.
Language: Jupyter Notebook - Size: 1.88 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 2
StrawhatRA/Yen_For_The_Future
Time Series forecasting and linear regression modelling of currency price action.
Language: Jupyter Notebook - Size: 6.35 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
tyedem/Yen_For_The_Future
Time Series forecasting and linear regression modelling of currency price action
Language: Jupyter Notebook - Size: 7.11 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0
maltseva88/Times-Series-Analysis
In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
Size: 5.49 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 1
tamobee/yen-futures
Time-series forecasting and linear regression modeling in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.
Language: Jupyter Notebook - Size: 11.4 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
