tsa.filters.bk_filter.bkfilter()

statsmodels.tsa.filters.bk_filter.bkfilter

statsmodels.tsa.filters.bk_filter.bkfilter(X, low=6, high=32, K=12) [source]

Baxter-King bandpass filter

Parameters:

Parameters:	X : array-like A 1 or 2d ndarray. If 2d, variables are assumed to be in columns. low : float Minimum period for oscillations, ie., Baxter and King suggest that the Burns-Mitchell U.S. business cycle h 登录查看完整内容 ← → Copyright©2021 w3cschool编程狮\|闽ICP备15016281号-3\|闽公网安备35020302033924号违法和不良信息举报电话：173-0602-2364\|举报邮箱：jubao@eeedong.com 意见反馈 X 意见反馈：联系方式：查看完整版笔记违规举报 X 广告等垃圾信息不友善内容违反法律法规的内容不宜公开讨论的政治内容其他

X : array-like

A 1 or 2d ndarray. If 2d, variables are assumed to be in columns.

low : float

Minimum period for oscillations, ie., Baxter and King suggest that the Burns-Mitchell U.S. business cycle h