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Can I read Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? on EtoBox?
Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? by Georg Goldrian is a Social Sciences article available to read on EtoBox.
What is Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? about?
## Summary The Baxter-King filter shows some weaknesses, particularly with regard to monthly time series. This procedure involves not only a loss of data for the border areas of time series, but suppresses inadequately high frequency components and shows as a low-pass filter only the performance of ordinary moving averages. Another important finding is that the maximal lag Κ not only determines the degree of approximation to an ideal filter, as Baxter and King argue, but also the ability to extract a slow moving component. A pattern-based filter, whose weights are generated by a trigonometric function as well, does not possess such weaknesses, and is thus a real alternative to the Baxter-King filter.
Who reads Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative??
It is typically read by researchers, students, and practitioners in Social Sciences.
- Author
- Georg Goldrian
- Publisher
- Walter de Gruyter GmbH
- Published
- 2005
- Language
- EN
- Field
- Social Sciences