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Tag Archives: signal-extraction
Signal extraction in time series, as simple as that?
Frequency-domain filters provide a straightforward way to decompose a time series. In this post I briefly introduce this approach advocated by Prof. D. Stephen G. Pollock in this document that introduces the software IDEOLOG. As pointed out by Prof. Pollock, … Continue reading
Posted in R, time series
Tagged Business cycle, Fourier analysis, seasonality, signal-extraction
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