Hi.
There are different methods to obtain cycle of a time series such as first difference or hodrick-prescot filter and etc.
We can estimate this regression.
Log(yt)=log(y0)+Ut
We can obtain stationary time series (cycle of the time series) with antilog of the intercept.
I saw this method to derive cycle of a time series.My question is that when we regress this equation, for intercept we have only one scalar parameter and when we employ the antilog we have only a scalar parameter.How we can obtain the time series of cycle by this method?
In some thesis researchers used this method to stationarizing a time series.They mentioned that they used antilog of intercept to obtain cycle.