File: cff_plot.py

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from load_macrodata import dta
import matplotlib.pyplot as plt

import statsmodels.api as sm

cf_cycles, cf_trend = sm.tsa.filters.cffilter(dta[["infl", "unemp"]])

fig, ax = plt.subplots()
cf_cycles.plot(ax=ax, style=['r--', 'b-'])