Sorry, Giorgio: I can't see your data from here
to experiment. Nor am I an expert on that program.
But I do know that -hpfilter- is full of bizarre
things. Some interest was shown a while ago
in rewriting it, but I'm not sure what became of
that. Possibly good intentions were not enough,
and the project was swamped by other things.
Nick
[email protected]
Giorgio Ricchiuti
> 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?
Nick Cox
> > 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.
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