Crandore Hub

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>.

Versions across snapshots

VersionRepositoryFileSize
0.5-0 rolling linux/jammy R-4.5 neverhpfilter_0.5-0.tar.gz 287.8 KiB
0.5-0 rolling linux/noble R-4.5 neverhpfilter_0.5-0.tar.gz 287.6 KiB
0.5-0 rolling source/ R- neverhpfilter_0.5-0.tar.gz 216.7 KiB
0.5-0 latest linux/jammy R-4.5 neverhpfilter_0.5-0.tar.gz 287.8 KiB
0.5-0 latest linux/noble R-4.5 neverhpfilter_0.5-0.tar.gz 287.6 KiB
0.5-0 latest source/ R- neverhpfilter_0.5-0.tar.gz 216.7 KiB
0.5-0 2026-04-26 source/ R- neverhpfilter_0.5-0.tar.gz 216.7 KiB
0.5-0 2026-04-23 source/ R- neverhpfilter_0.5-0.tar.gz 216.7 KiB
0.5-0 2026-04-09 windows/windows R-4.5 neverhpfilter_0.5-0.zip 292.1 KiB
0.4-0 2025-04-20 source/ R- neverhpfilter_0.4-0.tar.gz 1.8 MiB

Dependencies (latest)

Depends

Suggests