เปรียบเทียบวิธี

	HP Filter	แบบจำลองปริภูมิสถานะ (ตัวกรองคาลมาน)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Process / pipeline	Regression model
ปีกำเนิด	1997	1990
ผู้ริเริ่ม	Robert Hodrick & Edward Prescott	Harvey; Durbin & Koopman (state space treatment); Kalman filter
ประเภท	Penalized least-squares smoother	State space time series model
แหล่งต้นตำรับ	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.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
ชื่อเรียกอื่น	Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
ที่เกี่ยวข้อง	3	4
สรุป	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.	A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.