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HP filter and de-trending

Posted: Sun Aug 09, 2009 10:48 pm
by tdwil2
I have run a HP filter on data that is trend-stationary and have got the graph of the results comes up. How do you see the actual series created by the HP filter so that it can be utilised?

Does anyone have any suggestions as to another de-tredning technique?

Thanks!

Re: HP filter and de-trending

Posted: Mon Aug 10, 2009 8:04 am
by EViews Gareth
When you run the HP filter, a new series is created in your workfile containing the smoothed data. By default this is called HPTREND01, but you can change it in the dialog.