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Partly cloudy. Medium chance of showers, becoming less likely this morning. Winds southeasterly 25 to 35 km/h. Daytime maximum temperatures 23 to 29. Fire Danger - Moderate Sun protection recommended ...

Here's why. (1) The HP filter produces series with spurious dynamic relations that have no basis in the underlying data-generating process. (2) Filtered values at the end of the sample are very ...