Page 1 of 1

HP Filter Cycle Series

Posted: Wed Aug 12, 2009 4:50 am
by JER
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

Re: HP Filter Cycle Series

Posted: Wed Aug 12, 2009 8:25 am
by startz
If you have the series and the trend, can't you just get the cycle as series-trend?

Re: HP Filter Cycle Series

Posted: Thu Aug 13, 2009 4:15 am
by JER
thank you very much for the quick and helpful replies