Hodrick-Prescot Filter

Source: R/07-filter.R

Maturing lifecycle

This function computes the cyclical component of the Hodrick-Prescot filter.

filter_hp(x, ...)

Arguments

x

[univariate vector]

Univariate vector, numeric or ts object with only one dimension.
...

Further arguments passed to hpfilter.

See also

select_lambda

Examples

# \donttest{
unemp <- ggplot2::economics$unemploy
unemp_cycle <- filter_hp(unemp, freq = select_lambda("monthly"))
plotx(cbind(unemp, unemp_cycle))

# }