# Packages to implement 1-sided HP filter?

**URL:** <https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487>\
**Category:** General DSGE Modeling\
**Created:** [5 May 2016 17:15 UTC](https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487 "2016-05-05T17:15:14Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![kgarb](https://forum.dynare.org/letter_avatar_proxy/v4/letter/k/7ab992/32.png) [@kgarb](https://forum.dynare.org/u/kgarb)\
**Post date:** [5 May 2016 17:15 UTC](https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487/1 "2016-05-05T17:15:14Z")

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Hello,

I used a two-sided HP filter when detrending my data initially, rather than a one-sided HP filter. Are there any programs that include one-sided HP filters, or have good 2nd-party programs to do so? I would prefer not to implement one myself, but programs don’t seem to implement this as standard (i.e. Stata only has two-sided filters, for example).

I have access to:  
EViews  
Stata  
Matlab (basic program, no additional packages)  
R  
Python or Julia (if necessary, though I am not at all well-versed in either of these)

Thanks!

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [6 May 2016 07:43 UTC](https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487/2 "2016-05-06T07:43:40Z")

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Regarding the one-sided HP-filter: it is now contained in the Dynare unstable version. You can also download the Matlab file here: [raw.githubusercontent.com/DynareTeam/dynare/master/matlab/one\_sided\_hp\_filter.m](https://raw.githubusercontent.com/DynareTeam/dynare/master/matlab/one_sided_hp_filter.m)

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**Author:** ![kgarb](https://forum.dynare.org/letter_avatar_proxy/v4/letter/k/7ab992/32.png) [@kgarb](https://forum.dynare.org/u/kgarb)\
**Post date:** [6 May 2016 15:02 UTC](https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487/3 "2016-05-06T15:02:12Z")

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Thank you!

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**Author:** ![NarekOhanyan](https://forum.dynare.org/letter_avatar_proxy/v4/letter/n/5daacb/32.png) [@NarekOhanyan](https://forum.dynare.org/u/NarekOhanyan)\
**Post date:** [1 October 2019 17:18 UTC](https://forum.dynare.org/t/packages-to-implement-1-sided-hp-filter/5487/4 "2019-10-01T17:18:55Z")

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Hi kgrab,

For Stata implementation please have a look here [https://econpapers.repec.org/software/bocbocode/S458691.htm](https://econpapers.repec.org/software/bocbocode/S458691.htm)

Best,  
Narek Ohanyan