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st: RE: Temporary v. Permanent


From   [email protected]
To   STATA list <[email protected]>
Subject   st: RE: Temporary v. Permanent
Date   Fri, 2 Jul 2004 10:36:16 -0500

Hello,
I am wondering what kind of filters are here in STATA.  For example, is there a
code anywhere for the Holdrick-PRescott?  I am trying to decompose my time
series data into permanent and transitory components, and can't seem to find
what I am looking for.

Thanks for any guidance,
Justin



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