bkfilter                      GROCER           filters

NAME

bkfilter - Baxter-King filter

CALLING SEQUENCE

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

PARAMETERS

Input

Output

DESCRIPTION

Baxter-King filter.

EXAMPLE

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

AUTHOR

Eric Dubois 2004