HP Filter Cycle Series
Posted: 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
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