This add-in offers implementation of few time series analysis tools including:
- Hodrick-Prescott Filter - most popular macroeconomic filter used in e.g. output gap calculation and credit gap calculation
- Deterministic Seasonal Adjustment - seasonal adjustment based on linear regression models with seasonal dummies.
- Trend Extrapolation based on the Holt model (linear trend), the Holt-Winters model (linear trend + seasonal component)
- Correlogram - presenting ACF, PACF as it is required in Box-Jenkins procedure
Dodatek i instrukcja przedstawione są poniżej. Instrukcja zawiera nieco szerszy opis technik statystycznych oraz porównanie wyników z pakietem Eviews 8
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