Function HP(data As Range, lambda As Double) Dim nobs As LONG, nseries As LONG Dim i As LONG, k As LONG Dim a() As Double, b() As Double, c() As Double, HPout() As Double Dim H1() As Double, H2() As Double, H3() As Double, H4() As Double, H5() As Double Dim HH1() As Double, HH2() As Double, HH3() As Double, HH4() As Double, HH5() As Double Dim Z() As Double, HB() As Double, HC() As Double