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: | 0.3-1 |
| Depends: | R (≥ 3.5.0), xts (≥ 0.11-0), zoo (≥ 1.8-0) |
| Suggests: | knitr, tinytest |
| Published: | 2020-02-09 |
| Author: | Justin M. Shea [aut, cre] |
| Maintainer: | Justin M. Shea <jshea at roosevelt.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.pdf |
| Vignettes: |
Additional examples Reproducing Hamilton |
| Package source: | neverhpfilter_0.3-1.tar.gz |
| Windows binaries: | r-devel: neverhpfilter_0.3-1.zip, r-release: neverhpfilter_0.3-1.zip, r-oldrel: neverhpfilter_0.3-1.zip |
| macOS binaries: | r-release: neverhpfilter_0.3-1.tgz, r-oldrel: neverhpfilter_0.3-1.tgz |
| Old sources: | neverhpfilter archive |
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