1. 请看看手册:Hodrick and Prescott (1997) motivated the Hodrick–Prescott (HP) filter as a trend-removal technique that could be applied to data that came from a wide class of data-generating processes. In their view, the technique specified a trend in the data, and the data were filtered by removing the trend. The smoothness of the trend depends on a parameter lambda. 2. 我不太用 Eviews。