EViews.com

Yes, I am quite sure.
I attach excel and work file.

Thank you

"Standard Edition - Aug 20 2004 build"

EViews 5

a) workfile with panel structure
b) open one series
c) Proc/HP Filter
d) you got the original series filtered

Thanks a lot for your prompt reply

I HP filtered a panel with 21 nations. Then I unstacked the panel, I took the raw variables and I HP filtered the series one by one (I mean country by country). Surprisingly the filtered output is not the same, why? any hints?

Thanks for helping me.

I got a panel from an excel dataset. First: the "cross id" in excel were "country names" (e.g. australia) but eviews took instead numbers (one for australia , 2 for the second nation and so on). Is there any any to get directly "country names"? So, I used "valmap&q...

I HP filtered a panel with 21 nations. Then I unstacked the panel, I took the raw variables and I HP filtered the series one by one (I mean country by country). Surprisingly the filtering output is not the same, why? any hints?

Thanks for helping me.