[SciPy-user] Hodrick-Prescott filter

Alan G Isaac aisaac@american....
Mon Oct 1 13:09:48 CDT 2007


I'm looking for a Hodrick-Prescott filter.
http://en.wikipedia.org/wiki/Hodrick-Prescott_filter#External_links
Is there one in SciPy, or can someone post one?

Thank you,
Alan Isaac




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