R help - Dec 2001 - Code for Hodrick-Prescott Filter

Has anyone written any code for the Hodrick-Prescott filter?  I have a some
uncompiled FORTRAN code from Ed Prescott but I'd like to save myself some
programming time if possible.  Thanks for your help.
 
Nick Davis
Crown Financial Policy
Asset and Liability Management Branch
The New Zealand Treasury

Direct:         +64-4-471-5924
Fax:            +64-4-499-0143
Email:          mailto:nick.davis at treasury.govt.nz 
Web:            www.treasury.govt.nz
Research:       www.treasury.govt.nz/workingpapers


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This is a special case of smooth.spline in modreg.


url:	http://www.econ.uiuc.edu		Roger Koenker
email	roger at ysidro.econ.uiuc.edu		Department of Economics
vox: 	217-333-4558				University of Illinois
fax:   	217-244-6678				Champaign, IL 61820

On Thu, 6 Dec 2001, Nick Davis wrote:
> Has anyone written any code for the Hodrick-Prescott filter?  I have a some
> uncompiled FORTRAN code from Ed Prescott but I'd like to save myself
some
> programming time if possible.  Thanks for your help.
>
> Nick Davis
> Crown Financial Policy
> Asset and Liability Management Branch
> The New Zealand Treasury
>
> Direct:         +64-4-471-5924
> Fax:            +64-4-499-0143
> Email:          mailto:nick.davis at treasury.govt.nz
> Web:            www.treasury.govt.nz
> Research:       www.treasury.govt.nz/workingpapers
>
>
> Caution: The content of this email is the property of The New Zealand
> Treasury. If you have received this message in error please notify the
> sender immediately and delete.  The content of this email does not
> necessarily reflect the views of The New Zealand Treasury.  If the
recipient
> has any concerns about the content of this email they should seek
> alternative confirmation from The New Zealand Treasury.
>
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