Hi,
The menu-based HP filter option allows for storing the cycle and filtered component. I cannot find on the help how to store the cycle component via the program command (i.e. gdp.hpf(lambda=1600) gdp_hp will only store the trend). Could you please help me with this?
I tried to replicate the stored cycle series by applying a formula like: cycle = series / trend - 1 or cycle=(series - trend) / series, where series is the original time series data and trend is the hp-filtered series. I get nothing similar to the cycle calculated by EViews. Where am I going wrong?
Thanks,
Javier
HP filter - storing the cycle component
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Re: HP filter - storing the cycle component
I don't believe it is possible to store the cycle series via command.
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Re: HP filter - storing the cycle component
javiersan wrote:Hi,
The menu-based HP filter option allows for storing the cycle and filtered component. I cannot find on the help how to store the cycle component via the program command (i.e. gdp.hpf(lambda=1600) gdp_hp will only store the trend). Could you please help me with this?
I tried to replicate the stored cycle series by applying a formula like: cycle = series / trend - 1 or cycle=(series - trend) / series, where series is the original time series data and trend is the hp-filtered series. I get nothing similar to the cycle calculated by EViews. Where am I going wrong?
Thanks,
Javier
Try
Code: Select all
gdp.hpf(lambda=1600) gdp_hp
series gdp_c = gdp - gdp_hp
Re: HP filter - storing the cycle component
Oh! that was easy!
Thanks.
Thanks.
Re: HP filter - storing the cycle component
Can i use hodrick prescott to show if the series has a trend or none ?
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