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Free download of the 'The Hodrick-Prescott Filter' indicator by 'gpwr' for MetaTrader 5 in the MQL5 Code Base, 2010.07.19
Gallamine's Scientific Computing Blog: An Introduction to Trend Filtering 1D Data with the Hodrick-Prescott Filter
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Engineering Proceedings | Free Full-Text | Improved Output Gap Estimates and Forecasts Using a Local Linear Regression
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