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- Mon Dec 29, 2008 4:43 am
- Forum: Data Manipulation
- Topic: Hodrick-Prescott Filter
- Replies: 1
- Views: 9089
Hodrick-Prescott Filter
I am trying to create a new series using the Hodrick-Prescot Filter with my Eviews 5.1 student version. The eviews manual, only takes me so far as to get a graph of the smoothed series. I need to get the numerical series so that I can difference it from the unfiltered series to remove the trend and ...