JustinMShea/neverhpfilter: An Alternative to the Hodrick-Prescott Filter
Version 0.2-1

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 for implementing his solution and data for reproducing his work. Hamilton (2017) .

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.2-1
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("devtools")
library(devtools)
install_github("JustinMShea/neverhpfilter")
JustinMShea/neverhpfilter documentation built on July 7, 2018, 11:44 a.m.