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neverhpfilter  

An Alternative to the Hodrick-Prescott Filter
View on CRAN: Click here


Download and install neverhpfilter package within the R console
Install from CRAN:
install.packages("neverhpfilter")

Install from Github:
library("remotes")
install_github("cran/neverhpfilter")

Install by package version:
library("remotes")
install_version("neverhpfilter", "0.5-0")



Attach the package and use:
library("neverhpfilter")
Maintained by
Justin M. Shea
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-01-24
Latest Update: 2025-08-21
Description:
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) .
How to cite:
Justin M. Shea (2018). neverhpfilter: An Alternative to the Hodrick-Prescott Filter. R package version 0.5-0, https://cran.r-project.org/web/packages/neverhpfilter. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.2-0 (2018-01-24 17:33), 0.3-1 (2020-02-09 15:40), 0.4-0 (2021-06-18 11:20)
Other packages that cited neverhpfilter R package
View neverhpfilter citation profile
Other R packages that neverhpfilter depends, imports, suggests or enhances
Complete documentation for neverhpfilter
Functions, R codes and Examples using the neverhpfilter R package
Some associated functions: EXPGSC1 . FEDFUNDS . GCEC1 . GDPC1 . GDPDEF . GPDIC1 . GS10 . Hamilton_table_2 . IMPGSC1 . PAYEMS . PCECC96 . SP500 . UNRATENSA . USREC . yth_filter . yth_glm . 
Some associated R codes: EXPGSC1.R . FEDFUNDS.R . GCEC1.R . GDPC1.R . GDPDEF.R . GPDIC1.R . GS10.R . Hamilton_table_2.R . IMPGSC1.R . PAYEMS.R . PCECC96.R . SP500.R . UNRATENSA.R . USREC.R . yth_filter.R . yth_glm.R .  Full neverhpfilter package functions and examples
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