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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, 27 Feb 2004 17:09:33 +0100

Dear Nick,
I tried to use your programma and at the beginning I thought it was ok.
However, I've found out that there are some countries for which the programm
does not work, they present just missing values. Do you know why? is it
tsset?
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 1:25 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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