My undergraduate Thesis includes mainly filtering process evaluation. Due to the word limit (low limit), I just realised I have to include more filters than Christiano Fitzgerald (CF) and wavelets.
I consider the following filters:
- hodrick prescott
- Baxter King
- trigonometric regression
Since it's an evaluation of filtering processes, I don't really care if a filter is better or worse, rather than the justification. I cannot find any resource which compares directly filters.
Could you explain to me the pros and cons of those filters in comparison with CF? I would appreciate if there is any resource, but it is not mandatory.