[SciPy-user] Hodrick-Prescott filter
Alan G Isaac
Tue Oct 2 08:37:41 CDT 2007
On Mon, 1 Oct 2007, Alan G Isaac apparently wrote:
> I'm looking for a Hodrick-Prescott filter.
> Is there one in SciPy, or can someone post one?
Well, nobody replied to this yet, so here is a really basic
implementation: ``hpfilter`` in
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