HP Filter

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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VIKASDIXIT
Posts: 12
Joined: Tue Oct 14, 2014 2:50 am
Location: India

HP Filter

Postby VIKASDIXIT » Tue Dec 16, 2014 12:16 am

Hello! I am using Eviews 8. Actually, I wish to know whether or how we can obtain the trend and cyclical components in numbers/series from the graph of HP filter results so that, we can, (if we wish) use them in some regression. In other words, is there a way that we can convert the graph of HP filtered series into a table and pick up series from there?
Thanks in advance!
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EViews Gareth
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Re: HP Filter

Postby EViews Gareth » Tue Dec 16, 2014 9:27 am

When you run the HP filter, the dialog box asks you to provide names for the output series. As long as you provide those names, the series will be created in the workfile.
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VIKASDIXIT
Posts: 12
Joined: Tue Oct 14, 2014 2:50 am
Location: India

Re: HP Filter

Postby VIKASDIXIT » Tue Dec 16, 2014 8:34 pm

Please elaborate a bit more. Actually, having entered the names of the output series, they appear in the result graph, but how to get them into any other desired format such as excel sheet so as to use them (along with other variables) in the regression?
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EViews Gareth
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Re: HP Filter

Postby EViews Gareth » Tue Dec 16, 2014 10:22 pm

Open the series in the workfile.
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VIKASDIXIT
Posts: 12
Joined: Tue Oct 14, 2014 2:50 am
Location: India

Re: HP Filter

Postby VIKASDIXIT » Wed Dec 17, 2014 1:03 am

Thanks! Got it.
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