hpfilter

Provides two functions that implement the one-sided and two-sided versions of the Hodrick-Prescott filter. The one-sided version is a Kalman filter-based implementation, whereas the two-sided version uses sparse matrices for improved efficiency. References: Hodrick, R. J., and Prescott, E. C. (1997) doi:10.2307/2953682 McElroy, T. (2008) doi:10.1111/j.1368-423X.2008.00230.x Meyer-Gohde, A. (2010) https://ideas.repec.org/c/dge/qmrbcd/181.html For more references, see the vignette.

Last 30 days

This package has been downloaded 394 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 5,647 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Feb 13, 2025 with 68 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.