Data preparation

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Data preparation

Postby bayes » Tue Mar 24, 2015 5:40 pm

Hi! What Software would be the best to use for data preraration before implementing Bayesian estimation, i.e. for filtering (for example, one-sided HP filter), demeaning etc. ?

Thank you!
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Re: Data preparation

Postby jpfeifer » Wed Mar 25, 2015 7:20 am

You can use any software you like that features these filters, but most people rely on Matlab or Octave.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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