Time Series Hamilton Filter

Hello,

I am just wondering why MATLAB Econometrics Toolbox does not include the Hamilton Filter?

Do you have a plan to include it in a future release?

Thank you!

Answer 1

[Edu Benet Cerda]

Since R2023a, this is imlemented by the function hfilter

Answer 2

[Manas Meena]

I have heard that this issue is known and the concerned parties are investigating further.

[Sinan Islam]

Thanks for the update.