HP filter and de-trending

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tdwil2
Posts: 5
Joined: Sun May 17, 2009 6:18 pm

HP filter and de-trending

Postby tdwil2 » Sun Aug 09, 2009 10:48 pm

I have run a HP filter on data that is trend-stationary and have got the graph of the results comes up. How do you see the actual series created by the HP filter so that it can be utilised?

Does anyone have any suggestions as to another de-tredning technique?

Thanks!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: HP filter and de-trending

Postby EViews Gareth » Mon Aug 10, 2009 8:04 am

When you run the HP filter, a new series is created in your workfile containing the smoothed data. By default this is called HPTREND01, but you can change it in the dialog.
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