Band-Pass Filter

This online tool allows to determine the trend of a single macroeconomic series using the Band-Pass filter. For any comments on this web interface, please contact Christian Zimmermann. For more on the Band-Pass filter, in particular on how to use in your favorite software, consult the QM&RBC codes page.

Minimum period of oscillation:

Maximum period of oscillation:
Examples: for quarterly data, values of 6 and 32 returns components for periods between 1.5 and 8 years, for monthly data, 2 and 24 returns components with all periods less than 2 years.

Takes logarithms?

What series to return? (it is always a good idea to check input has been properly captured)

Each data point is separated by?

Paste or type one series (no missing values). Do not use commas, Use points for decimals:

Results will be found below