The Hodrick–Prescott filter is a mathematical tool used in time series analysis to remove cyclic components. Detrending is essential for identifying patterns in time series data by eliminating trend ...
A good filter should be able to remove unit roots and the cyclic components or more formally we can say the filter should be capable of isolating fluctuations of the data at a certain frequency. Time ...
Spotify Confidence provides convenience wrappers around statsmodel's various functions for computing p-values and confidence intervalls. With Spotify Confidence it's easy to compute several p-values ...
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