L1FILTER

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trubador
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Joined: Thu Nov 20, 2008 12:04 pm

L1FILTER

Postby trubador » Fri Nov 04, 2016 12:53 am

This thread is about l1filter add-in.

The add-in allows you to extract a piecewise linear trend by primal-dual interior point method proposed by Kim et al. (2009). It is an alternative trend estimation method to well-known Hodrick-Prescott filter, but can also be used in determining the break (kink) points in a time series. For further instructions, please see the documentation that comes with the add-in and the EViews' blog post.
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gabrieltem
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Joined: Tue Dec 31, 2019 6:56 am

Re: L1FILTER

Postby gabrieltem » Mon Dec 21, 2020 5:56 am

hello,
when I run the l1 trend filtering method proposed by Kim et. al. (2009),
rgdp.l1filter(trend=yfiltered)
A pop up comes out saying "NEWZ is not defined"
What shall I do?
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