hodrick prescott filter daily frequency serie

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felix.casares
Posts: 23
Joined: Fri Jun 21, 2013 11:34 am

hodrick prescott filter daily frequency serie

Postby felix.casares » Wed Aug 13, 2014 8:03 am

Hello,

Im trying to make HP Filter to daily frequency serie, but i have to make seasonally adjusted. how can i do seasonally adjusted with time serie daily frequency. my serie is stronger stationality on friday, saturday, every week, every year; i haved 5 years of information daily.

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

Re: hodrick prescott filter daily frequency serie

Postby EViews Gareth » Wed Aug 13, 2014 8:07 am

There's nothing built in that will do daily seasonal adjustment.
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