Time Series Hamilton Filter

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Sinan Islam on 9 Nov 2020

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Commented: Sinan Islam on 3 Dec 2020

Hello,

I am just wondering why MATLAB Econometrics Toolbox does not include the Hamilton Filter?

Do you have a plan to include it in a future release?

Thank you!

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Answers (1)

Manas Meena on 3 Dec 2020

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https://se.mathworks.com/matlabcentral/answers/641225-time-series-hamilton-filter#answer_563923

I have heard that this issue is known and the concerned parties are investigating further.

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Sinan Islam on 3 Dec 2020

Thanks for the update.

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