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st: RE: RE: RE: Hodrick Prescott-Filter


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: RE: Hodrick Prescott-Filter
Date   Thu, 25 Jul 2002 13:56:45 +0100

Joly.Patrick@ic.gc.ca
>
> -hpfilter- is part of the Becketti Time-series Library
> (tslib) and requires
> other tslib utilities in order to run properly.  Installing
> the entire tslib
> on your computer should solve your problem.  The issue of -hpfilter-
> surfaces from time to time on the list.  To wit, a quick
> glance at the
> archives over the last few months shows that it has crept
> up in March,
> April, June and now July of 2002.
>
> I would be more than willing to update -hpfilter- so that
> it no longer
> relies on the files of the Becketti tslib.  This could be
> done in a snap but
> I am not convinced that it would be of much help since the
> re-write would
> require a new name for the package.  So long as -hpfilter-
> remains on SSC,
> people will continue to use it and experience some mild
> frustration with it.
> Therefore, I'd like to know if anyone has any suggestion on
> how we should
> handle modules that use dated syntax and whose original
> author(s) no longer
> seem to be 'keeping in touch' with the Stata/Statalist
> community.   I am
> just trying to bounce so ideas here... the answer could
> very well be 'do
> nothing'.

On the general issue, it is just, sometimes, a fact of life that
people die, retire (at least from Stata activities) or are just
too busy or too bored with a program to (want to) maintain it.
This is, naturally, most serious when a program no longer
works, or appears to work but in fact contains bugs.

However, I have no idea of the precise situation
with -hpfilter-.

At root, the STB/SJ stock of programs is an _archive_ and
if the authors do not maintain programs, then, first,
Stata Corp never undertook to do that; and the only other
possibility is that someone else takes on a version of that
program. (There have been exceptions to this, as when the
Becketti time series library was revised retrospectively,
but on the whole I disagree with my friend Kit Baum
that Stata Corp should necessarily pick this up.)

This extract from the Statalist FAQ codifies what I
understand to be standard etiquette:

"In practice, you can probably take anything published
in either medium [STB/SJ] and modify it as you will --
especially if you do that privately -- but publicly
we recommend that unless you are the original author,
you should change the name of the program, take all blame
for any limitations your changes produce, and imply that
a suitably large portion of the credit for the program
belongs to the original authors."

which is precisely what Patrick is proposing,
public spiritedly.

Nick
n.j.cox@durham.ac.uk

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