HP-filter for pooled series

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mariposa
Posts: 21
Joined: Tue Dec 02, 2008 7:04 am

HP-filter for pooled series

Postby mariposa » Tue Dec 02, 2008 7:13 am

I want to apply a hp-filter to all of my series in a pool. In the Command Reference I did not find the "pool-command".
I tried for my pool named "all":

for %d gdp s pi con
all.hpf(lambda=100) {%d}? {%d}_hp?
next

however, this does not work. How can I solve this problem?

A related question: I am not interested in the smoothed series, but in the cycle. Can EViews give me the cycles directly, or do I have to make the calculation: hpcycle = variable - hptrend?

Thank's in advance.

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: HP-filter for pooled series

Postby trubador » Tue Dec 02, 2008 8:45 am

I suggest you to treat them as if they were ordinary series. For instance, if you have three identifiers (e.g. a, b and c) you can write a code like this:

Code: Select all

for %d gdp s pi con
   for %id a b c
     hpf(lambda=100) {%d}{%id} {%d}{id}_hp
     series {d}{id}_c = {%d}{%id}-{%d}{id}_hp
   next
next

mariposa
Posts: 21
Joined: Tue Dec 02, 2008 7:04 am

Re: HP-filter for pooled series

Postby mariposa » Wed Dec 03, 2008 1:17 am

Thank you for your help! :)


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