Introduction | Basic model for the HP filter with jumps | Scalar Kalman filtering recursions | Modifications when missing observations are present | Diffuse initial conditions | $t=1$ | $t=2$ | $t=3$ | Smoothing | Weights for computing the effective degrees of freedom | Analytical scores | $\lambda$ free | $\lambda$ fixed

Introduction | Basic usage | Examples | Simulated time series | Nile time series | Employment in Italy