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BP滤波方法估计潜在产出 |
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回帖推荐crystal8832 发表于3楼 查看完整内容 BP filters are used to isolate the cyclical component of a time series by specifying a range for its duration. Roughly speaking, the band-pass filter is a linear filter that takes a two-sided weighted moving average of the data where cycles in a “band”, given by a specified lower and upper bound, are “passed” through, or extracted, and the remaining cycles are “filtered” out. 简单 ...
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