One sided Hodrick-Prescott filter

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Karl1
Posts: 27
Joined: Tue Aug 27, 2013 1:10 am

One sided Hodrick-Prescott filter

Postby Karl1 » Mon Jan 20, 2014 10:54 pm

What are the commands for using a one-sided HP-filter in Eviews? I only found the two-sided HP-filter in the manuals. Searching the web I only found program code for one-sided HP for the other programs, not for Eviews.
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Karl1
Posts: 27
Joined: Tue Aug 27, 2013 1:10 am

Re: One sided Hodrick-Prescott filter

Postby Karl1 » Tue Jan 28, 2014 3:35 am

Is this not possible with Eviews?
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EViews Gareth
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Re: One sided Hodrick-Prescott filter

Postby EViews Gareth » Tue Jan 28, 2014 8:04 am

I do not believe it is built in, no.
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Karl1
Posts: 27
Joined: Tue Aug 27, 2013 1:10 am

Re: One sided Hodrick-Prescott filter

Postby Karl1 » Tue Feb 11, 2014 4:03 am

I see there is a new add-in for this that is on the add-in site. Nice!
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