From d3bb76595b69a49a6a0bc78365f51899d53354b5 Mon Sep 17 00:00:00 2001 From: Houtan Bastani <houtan@dynare.org> Date: Tue, 13 May 2014 13:00:28 +0200 Subject: [PATCH] doc: add default values for baxter_king_filter (cherry picked from commit f21bed4f1f12a3fbd06841aee50d90aa751171f7) --- doc/dynare.texi | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 7e7958a35..ad53f775e 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -9634,7 +9634,7 @@ ts1 is a dseries object: @deftypefn {dseries} {@var{B} = } baxter_king_filter (@var{A}, @var{hf}, @var{lf}, @var{K}) -Implementation of the Baxter and King (1999) band pass filter for @dseries objects. This filter isolates business cycle fluctuations with a period of length ranging between @var{hf} (high frequency) to @var{lf} (low frequency) using a symmetric moving average smoother with @math{2K+1} points, so that K observations at the beginning and at the end of the sample are lost in the computation of the filter. +Implementation of the Baxter and King (1999) band pass filter for @dseries objects. This filter isolates business cycle fluctuations with a period of length ranging between @var{hf} (high frequency) to @var{lf} (low frequency) using a symmetric moving average smoother with @math{2K+1} points, so that K observations at the beginning and at the end of the sample are lost in the computation of the filter. The default value for @var{hf} is @math{6}, for @var{lf} is @math{32}, and for @var{K} is 12. @examplehead @example -- GitLab