HPEXCEL: Excel module for computation of Hodrick-Prescott filtered time series

Statistical Software Components from Boston College Department of Economics

Abstract: This is a small Excel add-in that allows you to easily compute HP-detrended time series.

Requires: Microsoft Excel
Keywords: Hodrick-Prescott; filter; time series (search for similar items in EconPapers)
Date: Written 2003-05-03

Downloads: (external link)
http://www.unibas.ch/wwz/witheo/yvan/software/HP.zip program code (application/zip)

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Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

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