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st: RE: HP-filter


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: HP-filter
Date   Thu, 10 Apr 2003 18:03:25 +0100

Jens C. H. Thellesen

> I have a problem with the HP-filter. I write the following command:
> hpfilter lgdp
> gen gdpgab=100*(lgdp-H.lgdp)
> and get the error meassage:"H:  operator invalid"
> 
> I don't get any error with the hpfilter command but the 
> detrended serie is not
> saved in H.lgdp
> I use stata7 (with the latest update) and have installed 
> tslib and tslib_part2.

-hpfilter- is a vipers' nest of problems, aired intermittently 
on this list. It has many non-standard or poorly explained 
or designed features -- by the standards of Stata now -- but the 
immediate issue is not -hpfilter-, but that H is not a valid 
time-series operator. That is, any variable name which looks like 

stuff.morestuff 

is examined to see if "stuff" is a time-series operator. 

Is H.lgdp a typo for H_lgdp? 

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