>> jakub.ryšánek(‘homepage’)
  Curriculum Vitae (as of 12/2012)
Some econometrics:
  Hodrick-Prescott filter
(intro + online application)
for vector autoregressions
(supplement to my Master’s
thesis, in Czech only)

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Hodrick-Prescott Filter

Here you can try out the HP filter yourself. Just fill in the form below and hit the COMPUTE button...

  • To use random data, leave the entry field blank
  • Page Example contains a link to Czech GDP data - data.txt. Its contents can be filled in here...
  • To HP filter user supplied data, use semicolon [;] as a data delimiter and the dot [.] decimal separator ...(e.g. 34;52;34;56.4;23.4)