You can look to the manuals, or even better type
. help m1_ado
As one of many examples, Kit already referred to his -hprescott-. He
omitted the source, but it is on SSC.
Here is the result of typing
. ssc type hprescott.ado
*! hprescott 1.0.7 CFBaum 01aug2006
* from hprescott(8).ado 1.0.4 18jun2006
* 1.0.0: from http://ideas.repec.org/c/dge/qmrbcd/3.html
* 1.0.1: corrections to match FORTRAN output
* 1.0.2: add stub option for multiple variables
* 1.0.3: make byable(recall), new variable generation for subgroups
* 1.0.4: return smoothed variables as well as filtered variables
* 1.0.5: hprescott Mata version
* 1.0.6: corr for tsrevar
* 1.0.7: smooth should accept reals
program hprescott, rclass byable(recall,noheader)
version 9.2
syntax varlist(ts) [if] [in], STUB(string) [Smooth(real 0)]
marksample touse
_ts timevar panelvar if `touse', sort onepanel
markout `touse' `timevar'
tsreport if `touse', report
if r(N_gaps) {
di as err "sample may not contain gaps"
exit 198
}
qui count if `touse'
if r(N) == 0 error 2000
* validate each new varname defined by stub()
local kk: word count `varlist'
local varlist2: subinstr local varlist "." "_", all
local suf = _byindex()
qui forval i = 1/`kk' {
local v: word `i' of `varlist2'
confirm new var `stub'_`v'_`suf'
confirm new var `stub'_`v'_t_`suf'
gen double `stub'_`v'_`suf' = .
gen double `stub'_`v'_sm_`suf' = .
local varlist3 "`varlist3' `stub'_`v'_`suf'"
local varlist4 "`varlist4' `stub'_`v'_sm_`suf'"
}
* create temp vars for any ts operators in the varlist
* pass the resulting varlist1 to Mata fn
tsrevar `varlist'
local varlist1 `r(varlist)'
* determine default smooth value from data frequency, if reported
qui tsset
local tu `r(unit1)'
if `smooth' <= 0 {
* Quarterly
if "`tu'" == "q" {
local smooth 1600
}
* Annual
else if "`tu'" == "y" {
local smooth 6.25
}
* Monthly
else if "`tu'" == "m" {
local smooth 129600
}
* Other frequency or undefined
else {
local smooth 1600
di _n "Warning: default smooth = 1600 used" _n
}
}
mata:
hprescott("`varlist1'","`varlist3'","`varlist4'","`touse'",`smoot
> h')
return local rawvars "`varlist'"
return local filtvars "`varlist3'"
return local trendvars "`varlist4'"
return local smooth "`smooth'"
end
mata:
// from Pawel Kowal's HP function for MATLAB
void hprescott(string scalar vname, ///
string scalar vname3, ///
string scalar vname4, ///
string scalar touse,
real scalar smooth)
{
real scalar i, T, lambda
real matrix X, I, LT, Q, SIGMA_R, SIGMA_Q, g, A, b, Y, Z
string rowvector vars, vars3, vars4
string scalar v, v3, v4
// access the Stata variables in varlist, varlist3, varlist4, honoring
touse
vars = tokens(vname)
v = vars[|1,.|]
st_view(X,.,v,touse)
vars3 = tokens(vname3)
v3 = vars3[|1,.|]
// Y contains cyclical components to be extracted from X (residuals from
smooth
> ing)
st_view(Y,.,v3,touse)
vars4 = tokens(vname4)
v4 = vars4[|1,.|]
// Z contains the smoothed series
st_view(Z,.,v4,touse)
T = rows(X)
I = I(T)
LT = J(T,T,0)
for (i=2; i<=T; i++){
LT[i,i-1] = 1.0
}
LT = (I - LT)*(I - LT)
Q = (LT[(3::T),.])'
SIGMA_R = Q' * Q
SIGMA_T = I(T-2)
lambda = smooth
g = Q' * X
A = (SIGMA_T + lambda * SIGMA_R)
b = cholsolve( A, g )
Y[.,.] = lambda * Q * b
Z[.,.] = X - Y
}
end
Nick
[email protected]
Thomas Jacobs
Thanks for the reply. Please forgive my ignorance but I am unsure how
to follow your advice. My Stata programming experience only recently
extended to successfully calling a do file from another do with
arguments, etc. Is creating a function simply creating an ado file?
If not, is there anywhere in the manuals that I might find an example?
On Tue, Feb 17, 2009 at 11:44 AM, Christopher Baum <[email protected]> wrote:
>
> <>
> Tom said
>
> I would appreciate any suggestions and comments on a workaround for
the following problem. I am trying to constrain what appears in the
results window to just the printf statements the mata portion of my
stata program produces and have used the quietly command in a do file
that is repeatedly called by another do file to suppress the remainder
of the program. Yet I cannot figure out how to hide the actual mata code
that writes the output I need to see.
>
> Put the Mata code in a function and call the function. E.g. when you
run -hprescott-, you do not see any code, but it is calling Mata.
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
