IRIS Toolbox Reference Manual

bpass

Band-pass filter

Syntax

[X,T] = bpass(X,Band,Range,...)

Output arguments

Input arguments

Options

See help on tseries/trend for other options available when 'detrend=' is set to true.

Description

Christiano, L.J. and T.J.Fitzgerald (2003). The Band Pass Filter. International Economic Review, 44(2), 435--465.

Iacobucci, A. & A. Noullez (2005). A Frequency Selective Filter for Short-Length Time Series. Computational Economics, 25, 75--102.

Example