Does there exist better alternatives to hp fitler?









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I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?






machine-learning statistics time-series economics







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    I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?






    machine-learning statistics time-series economics







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      favorite









      up vote
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      down vote

      favorite











      I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?






      machine-learning statistics time-series economics







      share|improve this question













      I am working on a project where I have to divide a series into its expected and unexpected components. HP filter is one way to go ahead. Are there any better methods which are currently state of the art ?






      machine-learning statistics time-series economics




      machine-learning statistics time-series economics






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      share|improve this question










      asked Nov 11 at 10:51









      Shashank Nathani

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