Justin,
Have you tried -findit filter- or -findit Hodrick Prescott-?
Scott
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of [email protected]
Sent: Friday, July 02, 2004 10:36 AM
To: STATA list
Subject: st: RE: Temporary v. Permanent
Hello,
I am wondering what kind of filters are here in STATA. For example, is
there a
code anywhere for the Holdrick-PRescott? I am trying to decompose my time
series data into permanent and transitory components, and can't seem to find
what I am looking for.
Thanks for any guidance,
Justin
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