hodrick prescott filter in eviews model

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Enian
Posts: 2
Joined: Thu Oct 30, 2014 4:04 am

hodrick prescott filter in eviews model

Postby Enian » Thu Oct 30, 2014 4:11 am

I am trying to run a model in eviews. It includes a production function identity with TFP generated as residual. I want to apply a hp filter on the generated TFP series to use in the potential GDP equation. I know it is possible to input hp filter command in the command window of eviews. But I can not apply in a model text. When trying to solve the error window appears.
Is there a formula for hp filter command that can be written in the model??

thank you in advance

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: hodrick prescott filter in eviews model

Postby trubador » Thu Oct 30, 2014 4:52 am



Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests