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hodrick-prescott applied to a group of variables
Posted: Wed Jan 04, 2023 8:40 am
by veni
Dear Group members,
I have several variables and I want to apply the HP filter. Who to automate this? I grouped them but the hpf does not work.
Many thanks in advance,
Veni
Re: hodrick-prescott applied to a group of variables
Posted: Wed Jan 04, 2023 9:27 am
by EViews Gareth
Perhaps you could show us what you've done so far, and explain how it doesn't work, then we can give you some pointers.
Re: hodrick-prescott applied to a group of variables
Posted: Thu Jan 05, 2023 6:02 am
by veni
group g1 * not resid
hpf(lambda=69) g1
g1 is a group of 100 series
Instead having
hpf(lambda=69) series1
.
.
.
hpf(lambda=69) series100
I'm looking for a way to automate this. Unless the only way is to include it in a for loop.
Thanks again
Re: hodrick-prescott applied to a group of variables
Posted: Thu Jan 05, 2023 8:49 am
by EViews Gareth
If you read through this thread, you can get tips on using for loops to automate such tasks:
https://forums.eviews.com/viewtopic.php?f=5&t=1638