  Let $K$ be a field, $A$ a standard graded $K$-algebra and $M$ a finitely
generated graded $A$-module. Inspired by our previous works, we study the
Hilbert depth of $h_M$, that is $$\operatorname{hdepth}(h_M)=\max\{d\;:\;
\sum\limits_{j\leq k} (-1)^{k-j} \binom{d-j}{k-j} h_{M}(j) \geq 0 \text{ for
all } k\leq d\}, $$ where $h_M(-)$ is the Hilbert function of $M$, and we prove
basic results regard it.
  Using the theory of hypergeometric functions, we prove that
$\operatorname{hdepth}(h_S)=n$, where $S=K[x_1,\ldots,x_n]$. We show that
$\operatorname{hdepth}(h_{S/J})=n$, if $J=(f_1,\ldots,f_d)\subset S$ is a
complete intersection monomial ideal with $deg(f_i)\geq 2$ for all $1\leq i\leq
d$. Also, we show that $\operatorname{hdepth}(h_{\overline M})\geq
\operatorname{hdepth}(h_M)$ for any finitely generated graded $S$-module $M$,
where $\overline M=M\otimes_S S[x_{n+1}]$.
