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st: Re: RE: Re: -hpfilter- question


From   Giorgio Ricchiuti <ricchiuti.g@tiscali.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: RE: Re: -hpfilter- question
Date   Fri, 13 Feb 2004 14:43:05 +0100

ok, I'll try it, thank you
giorgio 
----- Original Message ----- 
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, February 13, 2004 1:25 PM
Subject: st: RE: Re: -hpfilter- question


> Almost certainly not. 
> 
> My code is, at best, applicable
> if your variables are called 
> 
> country 
> year 
> myvar 
> 
> and will probably need changing
> to match your variable names. 
> 
> Also, -hpfilter- is full of strange 
> details, so I might easily be missing
> something. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Giorgio
> > Ricchiuti
> > Sent: 13 February 2004 12:14
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Re: -hpfilter- question
> > 
> > 
> > Thank you Nick, 
> > should I put your programm in my do file directly? 
> > thanks a lot 
> > Giorgio  
> > 
> > ----- Original Message ----- 
> > From: "Nick Cox" <n.j.cox@durham.ac.uk>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Friday, February 13, 2004 1:01 PM
> > Subject: st: -hpfilter- question
> > 
> > 
> > > Giorgio Ricchiuti 
> > > 
> > > > I have to apply the Hoddrick-Prescott Filter Command to my Panel. 
> > > > Unfortunately this command does not permit to use "by". Please, 
> > > > Do you know how I can deal with this problem? I have 143 
> > countries. 
> > > > So create 143 variables and then merge them takes quiet 
> > long time. 
> > > 
> > > Something like this may help. 
> > > 
> > > tsset country year 
> > > 
> > > gen hppredict = . 
> > > 
> > > levels country, local(C) 
> > > qui foreach c of local C { 
> > > hpfilter myvar if country == `c' 
> > > replace hppredict = H_myvar if country == `c' 
> > > drop H_myvar 
> > > } 
> > > 
> > > See also 
> > > http://www.stata.com/support/faqs/data/foreach.html 
> 
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