Time Series Hamilton Filter

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Sinan Islam
Sinan Islam 2020 年 11 月 9 日
コメント済み: Sinan Islam 2020 年 12 月 3 日
Hello,
I am just wondering why MATLAB Econometrics Toolbox does not include the Hamilton Filter?
Do you have a plan to include it in a future release?
Thank you!

回答 (1 件)

Manas Meena
Manas Meena 2020 年 12 月 3 日
I have heard that this issue is known and the concerned parties are investigating further.
  1 件のコメント
Sinan Islam
Sinan Islam 2020 年 12 月 3 日
Thanks for the update.

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