From: Trend-cycle decomposition for Peruvian GDP: application of an alternative method

UC-0 | UC-C | UC-N | UC-P | UC-CN | UC-CP | UC-NP | UC-CNP | |
---|---|---|---|---|---|---|---|---|

Autoregressive parameters
| ||||||||

\(\phi _{1}\) | 1.353 | 1.496 | 1.361 | 1.276 | 1.416 | 1.506 | 1.159 | 1.276 |

\(\phi _{2}\) | −0.432 | −0.544 | −0.676 | −0.504 | −0.519 | −0.553 | −0.878 | −0.770 |

Roots of the inverse polynomial
| ||||||||

\(\lambda _{1}\) | 0.837 | 0.875 | 0.68 + 0.5i | 0.64 + 0.3i | 0.71 + 0.1i | 0.873 | 0.58 + 0.7i | 0.64 + 0.6i |

\(\lambda _{2}\) | 0.515 | 0.621 | 0.68 − 0.5i | 0.64 − 0.3i | 0.71 − 0.1i | 0.634 | 0.58 − 0.7i | 0.64 − 0.6i |

Implicit duration of cycles (years)
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2.6 | 3.5 | 8.5 | 1.7 | 2.1 |