Business Cycles Analysis

Please select at least one country.

Select filter

Hodrick-Prescott

Christiano-Fitzgerald

Lambda I

Lambda II

Drift

Unit root

Update filter

Generate report

Graphs: original, seasonally adjusted and filtered series

Original & seasonally adjusted series
Filtered series

Select country

Seasonally adjusted series
Filtered series

Dating business cycles using Harding-Pagan method

Select country

Measures and tests for business cycles synchronisation

Select country

Heatmap

Reference country

Second country

Windows spaced by time steps

Width of the rolling window

Tests for asymmetry deepness, steepness and sharpness

Deepness
Steepness

Time series data clustering

Select dissimilarity measure

Select clustering method

Horzontal dendrogram

About app

Data Source (Pro)

Eurostat CSV file

The application works with quarterly time series only.
The date must be in the first column, using one of the date formats given below.
Series in the dataset must be separated using one of the separators given below.

Delimiters

Comma Semicolon Tab

Date format

YYYY-MM-DD YYYY/MM/DD ex. 2000 Q1 or 2000Q1

Select file

Browse...

To start the analysis click the Submit table button and go to the Analysis tab.

Settings

Theme Selector

Select theme:

Methodology

Coming soon!

Let us know what you think about this application and how we could improve it.

Milos Vilotic Milos@mystatisticalconsultant.com

Zlatko Kovacic: Zlatko@mystatisticalconsultant.com