Mills, Terence; Patterson, Kerry - Henley Business School, University of Reading - 2013
series with ‘secular’ trends was likely to be misleading. After some discussion of methods, linear detrending by least … developments, including rolling window estimation, moving integration, nonlinear trends, structural breaks, sigmoid-type smooth … adjustment functions, the beginnings of stochastic trends and the construction of ‘smoothers’ and filters. Although generally …