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HP Filter
Posted: Tue Dec 16, 2014 12:16 am
by VIKASDIXIT
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!
Re: HP Filter
Posted: Tue Dec 16, 2014 9:27 am
by EViews Gareth
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.
Re: HP Filter
Posted: Tue Dec 16, 2014 8:34 pm
by VIKASDIXIT
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?
Re: HP Filter
Posted: Tue Dec 16, 2014 10:22 pm
by EViews Gareth
Open the series in the workfile.
Re: HP Filter
Posted: Wed Dec 17, 2014 1:03 am
by VIKASDIXIT
Thanks! Got it.