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Decomposing the Trend Cycle from Unstructured Data

Posted: Fri Feb 17, 2017 9:04 am
by Amaziah
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?

Re: Decomposing the Trend Cycle from Unstructured Data

Posted: Tue Sep 26, 2017 10:59 am
by joss
whit HP filter.