ISmHodrickPrescottFilter.Frequency

Fore Syntax

Frequency: Integer;

Fore.NET Syntax

Frequency: integer;

Description

The Frequency property determines data frequency, that is the number of periods in a year.

Comments

The Frequency value is to be positive.

The table below gives Frequency value for various data:

Data frequency Frequency value
Annual data 1
Quarterly data 4
Monthly data 12
Weekly data 53
Daily data 365

Fore and Fore.NET Example

The property use is given in the example for ISmHodrickPrescottFilter.SmoothingParameterMode.

See also:

ISmHodrickPrescottFilter