4.8.14. statsmodels.tsa.filters.api¶
4.8.14.1. Functions¶
bkfilter(X[, low, high, K]) |
Baxter-King bandpass filter |
cffilter(X[, low, high, drift]) |
Christiano Fitzgerald asymmetric, random walk filter |
convolution_filter(x, filt[, nsides]) |
Linear filtering via convolution. |
hpfilter(X[, lamb]) |
Hodrick-Prescott filter |
miso_lfilter(ar, ma, x[, useic]) |
use nd convolution to merge inputs, |
recursive_filter(x, ar_coeff[, init]) |
Autoregressive, or recursive, filtering. |