* tsfiltering examples  cfb 7621
cd /Users/baum/doc/Stata/TSFiltering/
insheet using reer,clear
tsmktim ym,start(1979m1)
rename dataval usREER
label var ym date
label var usREER "US Real Effective Exchange Rate, monthly"
desc
su
tsline usREER
graph export fig1.pdf, replace

* HP
hprescott usREER, stub(HP)
tsline usREER HP_usREER_sm_1, ti("Hodrick-Prescott estimated trend, lambda=129600")
graph export fig2.pdf, replace
tsline HP_usREER_1, ti("HP-filtered US REER")
graph export fig3.pdf, replace

* BK
bking usREER, plo(18) phi(96) stub(BK) 
tsline BK_usREER_1, ti("Baxter-King filtered US REER, plo=18, phi=96")
graph export fig4.pdf, replace

* CFITZRW
cfitzrw usREER, plo(18) phi(96) stub(CF)
tsline CF_usREER_1, ti("Christiano-Fitzgerald filtered US REER, plo=18, phi=96")
graph export fig5.pdf, replace

* Butterworth
butterworth usREER, freq(18) stub(BW)
tsline BW_usREER_1, ti("Butterworth filtered usREER, freq=18")
graph export fig6.pdf, replace

* combined
tsline HP_usREER_1 BK_usREER_1 CF_usREER_1 BW_usREER_1 if tin(1982m1,1989m12), ///
ti("Alternate time series filters for US REER, 1982-1989")
graph export fig7.pdf, replace