Table 2 Components participation on the variance of output
From: Trend-cycle decomposition for Peruvian GDP: application of an alternative method
UC-C (%) | UC-N (%) | UC-P (%) | UC-CN (%) | UC-CP (%) | UC-NP (%) | UC-CNP (%) | |
|---|---|---|---|---|---|---|---|
σ 2 η | 0.0 | 82.6 | 19.7 | 48.5 | 0.0 | 79.2 | 49.9 |
\(\sigma _{\epsilon }^{2}\) | 93.1 | 16.6 | 23.5 | 51.3 | 93.0 | 10.5 | 45.4 |
σ 2ν | 0.2 | 0.8 | 56.8 | 0.2 | 0.2 | 10.3 | 4.6 |
σ 2 ω | 6.7 | 0.0 | 0.0 | 0.0 | 6.8 | 0.0 | 0.0 |