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Hi startz, what advantage would we have when applying the HP filter to this transformed series?
(You could show me in form of math formulas if feel convenient)

I see that in research papers their authors usually apply the HP filter with ln(GDP) instead of GDP at level, in order to find out business cycles. Actually thus far I have not understood mathematical implications regarding using the logarithm (How to link to a recession?...). Any explanation in det...

I am using 'for' loop to solve this problem. Thank you, QMS Gareth.

scalar sc1 = @prod(FTSE_return)
--> error message: @prod is an illegal name

Plz take a check, QMS Gareth!

I am using EViews 5.0

Anyone tells me how to calculate the product of all data values in a series? I cannot find any function to do this. Thanks.