Other packages > Find by keyword >

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 07 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:24), 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ggTimeSeries  
Time Series Visualisations Using the Grammar of Graphics
Provides additional display mediums for time series visualisations. ...
Download / Learn more Package Citations See dependency  
PairedData  
Paired Data Analysis
Many datasets and a set of graphics (based on ggplot2), statistics, effect sizes and hypothesis test ...
Download / Learn more Package Citations See dependency  
plaqr  
Partially Linear Additive Quantile Regression
Estimation, prediction, thresholding, transformation, and plotting for partially linear additive qua ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
blandr  
Bland-Altman Method Comparison
Carries out Bland Altman analyses (also known as a Tukey mean-difference plot) as described by JM B ...
Download / Learn more Package Citations See dependency  
splm  
Econometric Models for Spatial Panel Data
ML and GM estimation and diagnostic testing of econometric models for spatial panel data. ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA