Commands for Band Pass Filters in Eviews 7
Posted: Fri Mar 11, 2011 8:28 am
Hi,
I am trying to write a programme which, amongst other things, uses Baxter-King and Christiano Fitzgerald filters to detrend data. On Eviews 5 there was a command called "bpf" which seemed to do the trick, but now I am using eviews 7. I know that both types of filters are available via clicking through menus, so presumably there should also be a command which does this. However, the command reference for eviews7 contains no mention of the "bpf" command.
Is there a programming command by which I can implement BK and CF filters in Eviews 7?
Thanks in advance!
I am trying to write a programme which, amongst other things, uses Baxter-King and Christiano Fitzgerald filters to detrend data. On Eviews 5 there was a command called "bpf" which seemed to do the trick, but now I am using eviews 7. I know that both types of filters are available via clicking through menus, so presumably there should also be a command which does this. However, the command reference for eviews7 contains no mention of the "bpf" command.
Is there a programming command by which I can implement BK and CF filters in Eviews 7?
Thanks in advance!