%% HP filter for theta 
%% Dollar times series 
% 1960Q1-2020Q2, average daily exchange rate

function xx=AR1hp_c_theta_dollar(xx)

data = xlsread('NewKoreanData.xlsx','Shocks','F5:F246');

data = log(data);

[~, data] = hpfilter(data,1600);

xx = AR1theta(data);
function theta = AR1theta(y)
x = y(1:end-1);
y = y(2:end);
x = [ones(length(x),1) x];
B = (x'*x)\(x'*y);
theta = B(2);
end
end