Create HttpResponseMessage object from ActionExecutedContext in Asp.net core 2.1

I am trying to move our project from Web Api 2 to Asp.Net Core 2.1. We have a filter class which is inherited from ActionFilterAttribute and some code in there depending on HttpResponseMessage object that is being retrieved from HttpActionExecutedContext. I already use WebApiCompatShim in my project and see all object from there. I would be really grateful if anyone point me out how I can create an object HttpResponseMessage inside my action filter code for asp.net core 2.1.