Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (Q1742847)
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scientific article; zbMATH DE number 6858998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness |
scientific article; zbMATH DE number 6858998 |
Statements
Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (English)
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12 April 2018
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autoregressive process of order one
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Hodrick-Prescott filter
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index of smoothness
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penalized least squares
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smoothing parameter
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trend estimation
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0.87231666
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0.87175965
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0.8710989
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0.87095153
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0.85602266
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0.85525143
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