tsa.filters.cf_filter.cffilter()
statsmodels.tsa.filters.cf_filter.cffilter
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statsmodels.tsa.filters.cf_filter.cffilter(X, low=6, high=32, drift=True)[source] -
Christiano Fitzgerald asymmetric, random walk filter
Parameters: X : array-like
1 or 2d array to filter. If 2d, variables are assumed to be in columns.
low : float
Minimum period of oscillations. Features below low periodicity are fil