Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
re: st: hpfilter no longer creates a filtered series
From
Christopher Baum <[email protected]>
To
<[email protected]>
Subject
re: st: hpfilter no longer creates a filtered series
Date
Sat, 19 Feb 2011 13:26:54 -0500
<>
I have been using "hplfiter" for some time,...
Per the Statalist FAQ, you are asked to indicate where you got routines. hpfilter could be from the Stata Technical Bulletin, STB-5, which is definitely not usable with any modern version of Stata, or from Sean Becketti's website. That code is years old, and it may not function properly in modern Stata.
Suggest that you findit hprescott for an alternative.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
*
* 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/