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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>.
| Version: | 0.5-0 |
| Depends: | R (≥ 3.5.0), xts (≥ 0.11-0), zoo (≥ 1.8-0) |
| Suggests: | simplermarkdown, tinytest |
| Published: | 2025-08-21 |
| DOI: | 10.32614/CRAN.package.neverhpfilter |
| Author: | Justin M. Shea [aut, cre] |
| Maintainer: | Justin M. Shea <jshea01 at uic.edu> |
| BugReports: | https://github.com/JustinMShea/neverhpfilter/issues |
| License: | GPL-3 |
| URL: | https://justinmshea.github.io/neverhpfilter/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | neverhpfilter results |
| Reference manual: | neverhpfilter.html , neverhpfilter.pdf |
| Vignettes: |
Getting started (source, R code) Reproducing Hamilton (source, R code) |
| Package source: | neverhpfilter_0.5-0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: neverhpfilter_0.5-0.zip, r-oldrel: neverhpfilter_0.5-0.zip |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): neverhpfilter_0.5-0.tgz, r-oldrel (x86_64): neverhpfilter_0.5-0.tgz |
| Old sources: | neverhpfilter archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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