Programming of rolling HP filter

[Qmars]

Hello,

please, does anybody know if it is possible to program a rolling HP filter for a set of 26 series? I use rolling HP filter for a large number of individual country with suffix like _UK, _US so on and wanted to know if it is possible to use HP filtering in this context by writing a code to execute HP filtering and save the results for each individual country. Otherwise, I would need to estimate each country separately which would be a lengthy process.

Thank you so much.