Hi! What Software would be the best to use for data preraration before implementing Bayesian estimation, i.e. for filtering (for example, one-sided HP filter), demeaning etc. ?
Thank you!
Hi! What Software would be the best to use for data preraration before implementing Bayesian estimation, i.e. for filtering (for example, one-sided HP filter), demeaning etc. ?
Thank you!
You can use any software you like that features these filters, but most people rely on Matlab or Octave.