Grocer Function

NAME

cffilter - Christiano-Fitzgrald filter

CALLING SEQUENCE

[fX,AA]=cffilter(namey,pl,pu,arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Christiano-Fitzgrald filter.

EXAMPLE

load('SCI/macros/grocer/db/cffilter.dat'); [gdp_f,A]=cffilter(gdp,2,8,'root=1','drift=1','asym')

This example provides the Christiano-Fitzgrald filter.

AUTHOR

Eric Dubois 2002