Hodrick-Prescott Filter

Finds the Hodrick-Prescott filter of a series.

Version 1.0.0 (2.01 KB)
15.2K Downloads
(5)
18 Sep 2003
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Cite As

Wilmer Henao (2026). Hodrick-Prescott Filter (https://in.mathworks.com/matlabcentral/fileexchange/3972-hodrick-prescott-filter), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: Analyze FEX download data

Categories

Find more on Digital Filter Analysis in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more