Version 2.3 (R2006b) GARCH Toolbox Software
This table summarizes new features in V2.3 (R2006b).
| New Features and Changes | Version
Compatibility Considerations | Fixed Bugs and Known Problems | Related Documentation at Web Site |
|---|
Yes
Details below | No | No | No |
New features and changes follow:
Data Preprocessing
A new Hodrick-Prescott filter, hpfilter,
separates time series into trend and cyclical components
Demos
A new demo uses the hpfilter function
to reproduce the results in Hodrick and Prescott's original
paper on U.S. business cycles
 | Version 2.3.1 (R2007a) GARCH Toolbox Software | | Version 2.2 (R2006a) GARCH Toolbox Software |  |
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