Decomposing the Trend Cycle from Unstructured Data

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Amaziah
Posts: 18
Joined: Wed Apr 22, 2015 3:22 pm

Decomposing the Trend Cycle from Unstructured Data

Postby Amaziah » Fri Feb 17, 2017 9:04 am

I would like to obtain the trend-cycle component of my time series after seasonally adjusting it. Any suggestions are welcome.

The data begin at January 1998 and are observed every other month to January 2017. I seasonally adjusted the data using dummy variables, but now would like to analyze the trend-cycle component of the seasonally adjusted series.

Normally when working with structured data, I use the x12 method for seasonal adjustment and can easily decompose the series to view the trend-cycle.

Is there a better method to seasonally adjust these data in Eviews without using Dummy Variables? Is it possible to extract the trend-cycle component?

joss
Posts: 2
Joined: Mon Sep 25, 2017 4:49 pm

Re: Decomposing the Trend Cycle from Unstructured Data

Postby joss » Tue Sep 26, 2017 10:59 am

whit HP filter.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest