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
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.4-2 |
| URL | https://justinmshea.github.io/neverhpfilter/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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