Hi all
I have a question about the application of the HP Filter on a series. When entering...
Series.hpf(lambda=1600) Series_HP_tr
..I will get the smooth trend. How do I get (and store) the cycle series within the code?
It is possible via the menu but I could not find it the command reference manual.
Thanks a lot in advance
HP Filter Cycle Series
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startz
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Re: HP Filter Cycle Series
If you have the series and the trend, can't you just get the cycle as series-trend?
Re: HP Filter Cycle Series
thank you very much for the quick and helpful replies
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