Hodrick-Prescott Filter with Jumps

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Documentation for package ‘jumps’ version 1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

jumps-package	Hodrick-Prescott Filter with Jumps
auto_hpfj	Automatic selection of the optimal HP filter with jumps
auto_hpfjx	Automatic selection of the optimal HP filter with jumps and regressors
auto_hpfj_fix	Automatic selection of the optimal HP filter with jumps and fixed smoothing constant
BIC.hpj	BIC method for the class hpj
da	Internal function for computing scores w/r to regression coefficients
dummyseas	Seasonal dummy variables
employed_IT	Dataset: employed_IT
hpfj	HP filter with automatic jumps detection.
hpfjx	HP filter with jumps and regressors (still experimental)
hpfj_fix	HP filter with automatic jumps detection and fixed smoothing constant
hpj	Hodrick-Prescott filter with jumps
jumps	Hodrick-Prescott Filter with Jumps
llt	Kalman filtering and smoothing for local linear trend plus noise
logLik.hpj	logLik method for the class hpj
mse	Mean squared error
nobs.hpj	nobs method for the class hpj
plot.hpj	Plot method for the class hpj
print.hpj	Print method for the class hpj
trigseas	Trigonometric seasonal variables