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Trend Estimation via Hodrick Prescott Filter
(github.io)
7 points
by
bugra
3439 days ago |
1 comment
2 points
by
gallamine
3431 days ago |
link
I wrote a very similar article 1 year ago (with derivations):
http://www.gallamine.com/2013/11/an-introduction-to-trend-fi...
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