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Command for Corbae-Ouliars filter
Posted: Wed Sep 12, 2012 2:58 am
by rorik123
Please,
what is a command for Corbae-Oulirias filter in a program?
Hodrick-Prescott Filter analogue would be:
hpf x x_trend
Could you tell me
??? x x_fd
Thank you
Using EViews 7
Re: Command for Corbae-Ouliars filter
Posted: Wed Sep 12, 2012 7:52 am
by EViews Gareth
EViews does not have the Corbae-Ouliaris filter built in.
There is an
Add-in that performs it. For the command line syntax (if there is one), you'll have to refer to the Add-in's documentation.
Re: Command for Corbae-Ouliars filter
Posted: Fri Sep 14, 2012 5:56 am
by rorik123
Thanks,
that is exactly the question -is there a command line syntax, so that Coirbae-Ouliarios filter can be incorporated in other programs.
The Add-in is under Procs menu, but each individual series needs to be clicked. With a program, series could be filtered in a loop and also _fd and _gap versions could be generated for each series with just one click.
Many thanks.
Re: Command for Corbae-Ouliars filter
Posted: Fri Sep 14, 2012 10:58 am
by EViews Gareth
For the command line syntax (if there is one), you'll have to refer to the Add-in's documentation.