Módszerek összehasonlítása

	Hodrick-Prescott szűrő: Trend-ciklus dekompozíció makrogazdasági idősorokhoz	STL-dekompozíció: Szezonális-trend dekompozíció loess-szel
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Process / pipeline	Process / pipeline
Keletkezés éve	1997	1990
Megalkotó	Robert Hodrick & Edward Prescott	Cleveland, Cleveland, McRae & Terpenning
Típus	Penalized least-squares smoother	nonparametric iterative smoother
Alapmű	Hodrick, R. J., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit and Banking, 29(1), 1–16.	Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73.
Alternatív nevek	Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi	Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
Kapcsolódó	3	3
Összefoglaló	The Hodrick-Prescott (HP) filter is a penalized least-squares technique used in macroeconomics and empirical finance to decompose a time series into a smooth long-run trend component and a short-run cyclical component. Introduced by Hodrick and Prescott (1997) using postwar U.S. business cycle data, it has become one of the most widely applied filters in business cycle analysis, monetary policy research, and applied econometrics.	STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods.