EViews.com

Hi,

The menu-based HP filter option allows for storing the cycle and filtered component. I cannot find on the help how to store the cycle component via the program command (i.e. gdp.hpf(lambda=1600) gdp_hp will only store the trend). Could you please help me with this?

I tried to replicate the stored cycle series by applying a formula like: cycle = series / trend - 1 or cycle=(series - trend) / series, where series is the original time series data and trend is the hp-filtered series. I get nothing similar to the cycle calculated by EViews. Where am I going wrong?

Thanks,

Javier

I don't believe it is possible to store the cycle series via command.

Hi,

The menu-based HP filter option allows for storing the cycle and filtered component. I cannot find on the help how to store the cycle component via the program command (i.e. gdp.hpf(lambda=1600) gdp_hp will only store the trend). Could you please help me with this?

I tried to replicate the stored cycle series by applying a formula like: cycle = series / trend - 1 or cycle=(series - trend) / series, where series is the original time series data and trend is the hp-filtered series. I get nothing similar to the cycle calculated by EViews. Where am I going wrong?

Thanks,

Javier

Try

Oh! that was easy!

Thanks.

Can i use hodrick prescott to show if the series has a trend or none ?