Time Series Analysis Package
Optional Arguments
You can also specify the following argument, separated by a comma from arguments that precede it. If you want to use a default value for this argument, enter a space for it.
- lambda
specifies the Hodrick-Prescott filter parameter for trend-cycle decomposition. The default value is 1,600. Filtering applies when the trend component or the cycle component is requested. If filtering is not specified, this option is ignored.
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Last updated: June 14, 2018