Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1 |
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| Authors: | Hiroshi Yamada Fatima Tuj Jahra |
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| Institution: | Graduate School of Social Sciences, Hiroshima University, Higashi-Hiroshima, Japan |
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| Abstract: | The Whittaker–Henderson (WH) graduation is a widely applied smoothing method. This paper contributes to the literature by providing explicit formulas for the smoother weights of the WH graduation of order 1 along with some related results, which leads to a richer understanding of the filter. |
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| Keywords: | Whittaker–Henderson graduation smoother weights smoother matrix Hodrick–Prescott filter |
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