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?
Decomposing the Trend Cycle from Unstructured Data
Moderators: EViews Gareth, EViews Moderator
Re: Decomposing the Trend Cycle from Unstructured Data
whit HP filter.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 5 guests