HP-Filter

This online tool allows to determine the trend of a single macroeconomic series using the Hodrick-Prescott filter. For any comments on this web interface, please contact Christian Zimmermann. For more on the Hodrick-Prescott filter, in particular on how to use in your favorite software, consult the QM&RBC codes page.

Penalty parameter (default 1600):

Takes logarithms?

What series to return? (it is always a good idea to check input has been properly captured)

Each data point is separated by?

Paste or type one series (no missing values). Do not use commas. Use points for decimals:

Results will be found below