Hodrick prescott filter in matlab

The following Matlab project contains the source code and Matlab examples used for hodrick prescott filter. This m-file finds the Hodrick-Prescott filtered series of any trendy time series; H-P is widely known in econometrics and can be used to analyse the trends and volatility of the series.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
hpfilter.m 2364
license.txt 1312