st: hprescott

Per user request, the hprescott routine (Hodrick-Prescott filter for time series data) has been updated to return both the filtered series and the trend series when the stub() option is used. The updated routine may be accessed from the SSC archive or via -adoupdate-.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/