Giorgio Ricchiuti
> I have to apply the Hoddrick-Prescott Filter Command to my Panel.
> Unfortunately this command does not permit to use "by". Please,
> Do you know how I can deal with this problem? I have 143 countries.
> So create 143 variables and then merge them takes quiet long time.
Something like this may help.
tsset country year
gen hppredict = .
levels country, local(C)
qui foreach c of local C {
hpfilter myvar if country == `c'
replace hppredict = H_myvar if country == `c'
drop H_myvar
}
See also
http://www.stata.com/support/faqs/data/foreach.html
Nick
[email protected]
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