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From |
Giorgio Ricchiuti <ricchiuti.g@tiscali.it> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: RE: Re: RE: Re: -hpfilter- question |

Date |
Fri, 27 Feb 2004 17:36:17 +0100 |

Thanks Nick, I'll try to apply the filter for each country and then add all in a variable. Could it be a good, even long, solution? something like hpfilter myvar if country==1, s(c1) hpfilter myvar if country==2, s(c2) and then gen filtermyvar=H_c1 replace filtermyvar=H_c2 if country==2 thanks again Giorgio ----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Friday, February 27, 2004 5:15 PM Subject: st: RE: Re: RE: Re: -hpfilter- question > 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 > n.j.cox@durham.ac.uk > > 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. > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: Re: RE: Re: -hpfilter- question***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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