An Alternative to the Hodrick-Prescott Filter


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Documentation for package ‘neverhpfilter’ version 0.4-0

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EXPGSC1 Real Exports of Goods and Services
FEDFUNDS Effective Federal Funds Rate
GCEC1 Real Government Consumption Expenditures and Gross Investment
GDPC1 Gross Domestic Product
GDPDEF Gross Domestic Product: Implicit Price Deflator
GPDIC1 Real Gross Private Domestic Investment
GS10 10-Year Treasury Constant Maturity Rate
Hamilton_table_2 Hamilton_table_2
IMPGSC1 Real imports of goods and services
PAYEMS Employment Situation
PCECC96 Real Personal Consumption Expenditures
SP500 U.S. Stock Markets and CAPE Ratio
UNRATENSA Civilian Unemployment Rate
USREC Recession Indicators Series
yth_filter Filtered xts object
yth_glm Fits Hamilton's alternative model