HP Filter Cycle Series

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JER
Posts: 4
Joined: Wed Aug 12, 2009 4:20 am

HP Filter Cycle Series

Postby JER » Wed Aug 12, 2009 4:50 am

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

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: HP Filter Cycle Series

Postby startz » Wed Aug 12, 2009 8:25 am

If you have the series and the trend, can't you just get the cycle as series-trend?

JER
Posts: 4
Joined: Wed Aug 12, 2009 4:20 am

Re: HP Filter Cycle Series

Postby JER » Thu Aug 13, 2009 4:15 am

thank you very much for the quick and helpful replies


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