Hodrick Prescott

Overview

The Hodrick Prescott filter is a filter that was originally designed for use in economic time series. In particular, it was used to smooth out cyclical fluctuations in order to isolate the underlying trend.

Algorithm

The algorithm takes a time series {% y_t %} and tries to calculate a trend component {% \tau_t %} such that the following is minimized:
{% min_{\tau} (\sum_{t=1}^T (y_t - \tau_t)^2 + \lambda\sum_{t=2}^{T-1}[(\tau_{t+1} - \tau_t) - (\tau_t - \tau_{t-1})]^2 ) %}

Example

The following uses the Hodrick Prescott Library to filter smoothing a noisy time series.