Command for Corbae-Ouliars filter

For questions regarding programming in the EViews programming language.

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rorik123
Posts: 3
Joined: Wed Sep 15, 2010 5:58 am

Command for Corbae-Ouliars filter

Postby rorik123 » Wed Sep 12, 2012 2:58 am

Please,
what is a command for Corbae-Oulirias filter in a program?
Hodrick-Prescott Filter analogue would be:
hpf x x_trend
Could you tell me
??? x x_fd

Thank you

Using EViews 7

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Command for Corbae-Ouliars filter

Postby EViews Gareth » Wed Sep 12, 2012 7:52 am

EViews does not have the Corbae-Ouliaris filter built in.

There is an Add-in that performs it. For the command line syntax (if there is one), you'll have to refer to the Add-in's documentation.

rorik123
Posts: 3
Joined: Wed Sep 15, 2010 5:58 am

Re: Command for Corbae-Ouliars filter

Postby rorik123 » Fri Sep 14, 2012 5:56 am

Thanks,
that is exactly the question -is there a command line syntax, so that Coirbae-Ouliarios filter can be incorporated in other programs.
The Add-in is under Procs menu, but each individual series needs to be clicked. With a program, series could be filtered in a loop and also _fd and _gap versions could be generated for each series with just one click.
Many thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Command for Corbae-Ouliars filter

Postby EViews Gareth » Fri Sep 14, 2012 10:58 am

For the command line syntax (if there is one), you'll have to refer to the Add-in's documentation.


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