The HPSmoothingParameterModeType enumeration lists methods of defining smoothing parameters for Hodrick-Prescott filter.
It is used by the following properties and methods:
| Value | Brief description | |
|
0 | EditDirectly. Smoothing parameter is determined by Lambda value. |
|
1 | SetByFrequencyRule. Smoothing parameter is determined by power value. |
Smoothing parameter controls measure of series smoothness. The greater is the parameter value, the smoother is the series. If the smoothing parameter value tends to infinity, the series transforms into a linear trend.
See also: