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

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Sat, 28 Feb 2004 19:52:59 +0100 |

Dear Nick, I have the key of my problem. Countries 20 - 24 -26 have a gap (just one point) . Hence hp does not work well. The strange is that the programme did not tell me anything. Thanks a lot your help Giorgio ----- Original Message ----- From: "Nick Cox" <n.j.cox@durham.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Friday, February 27, 2004 6:01 PM Subject: st: RE: Re: RE: Re: RE: Re: -hpfilter- question > As far as I can see, this is just a longer-winded > way of doing what was done with my loop. The > answers it gives should be the same, and thus no > better. In short, this approach will not solve any > problem with what -hpfilter- does. > > Instead of finding a different way of using the > program, you may have to look inside it yourself > to see what it is going on. > > Nick > n.j.cox@durham.ac.uk > > Giorgio Ricchiuti > > > 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. > > * > * 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: RE: Re: -hpfilter- question***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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