hpfilter (Q73811)

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The One- And Two-Sided Hodrick-Prescott Filter
Language Label Description Also known as
English
hpfilter
The One- And Two-Sided Hodrick-Prescott Filter

    Statements

    instance of
    R package
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    programmed in
    R
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    last update
    28 May 2023
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    software version identifier
    1.0.1
    publication date
    26 February 2023
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    1.0.2
    publication date
    28 May 2023
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    author
    Alexandru Monahov
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    imports
    Matrix
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    CRAN project
    hpfilter
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