How to filter SharePoint List Calendar Views?

Here is a simple way to set filters for List Calendar Views.
I have this scenario where I have a global holiday list storing holidays of different countries.

The users want a separate calendar for some countries, for example in this scenario, a calendar showing only China holidays. Notice there is no 'filter' option here on creation.

Once the list is created, on the top right corner is a 'Filter' function, we would intuitively think allow us to filter easily. That is however not the case.

Here's how to do it.

On the top right corner, click 'Settings', then 'List Settings'.

Scroll down to the 'Views' section.
Click on your specific view, in this case 'China Holidays' view.

Scroll down to the 'Filter' section and here is where you can specify your filter!