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Re: Hodrick-Prescott filter



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Cool, Rob and Ed were my teachers at CMU, I didn't know their stuff had made it 
to daytrading. 

Can you cite which of their paper(s) you are using? And I'll take a look at the 
Matlab code if you send it, though I can't promise I'll be able to ELify it.

Sandy Morton

On Thu, 7 Nov 2002, Bilo Selhi wrote:

> Greetings,
> 
> if  someone has HP filter or HP window filter indicator for TS  e-mail me back, please.
> i would appreciate it.
> 
> bilo.
> ps. i have it in Matlab someone wants it ( static only version ).
>