Hodrick-Prescott Filter

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Hamid Rahman
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Joined: Mon Dec 29, 2008 4:11 am

Hodrick-Prescott Filter

Postby Hamid Rahman » Mon Dec 29, 2008 4:43 am

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 do a VAR on it. I will really appreciate any help on how to get the numerical series that has been smoothed out by the HP Filter and export it to an excel file for further manipulation of the data. HELP! :(

EViews Gareth
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Re: Hodrick-Prescott Filter

Postby EViews Gareth » Mon Dec 29, 2008 9:44 am

When you perform the HP filter, EViews asks you to provide names for the series that will be created. Once you've done the filter, those series will be created in your workfile and will contain the data you want.
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