JustinMShea/neverhpfilter: An Alternative to the Hodrick-Prescott Filter

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.3-0
URL https://justinmshea.github.io/neverhpfilter/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("JustinMShea/neverhpfilter")
JustinMShea/neverhpfilter documentation built on Sept. 23, 2019, 6:57 p.m.