Fast Hodrick Prescott Filter

Detrending a time series.

Version 1.0.0 (1.46 KB)
4K Downloads
(5)
26 Aug 2004
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Cite As

Kurt Annen (2026). Fast Hodrick Prescott Filter (https://www.mathworks.com/matlabcentral/fileexchange/5745-fast-hodrick-prescott-filter), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

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Version Published Release Notes
1.0.0

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  • Install in MATLAB

    Requires R2026b and later. Learn more