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st: HP Filter Weights -- Integers Only!?!


From   Uwe Berberich <uwe@polarmond.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: HP Filter Weights -- Integers Only!?!
Date   Sat, 09 Oct 2004 19:15:30 +0200

Dear Stata-List Members,

I would like to filter output-series using the HP-filter. I thought about using 6.25 as the HP-weight for my annual data -- as proposed by RAVN und UHLIG (Review of Economics and Statistics, 2003). Unfortunately, --hpfilter-- only allows *integers* for the HP-weight.
Does anyone know about a way to use the exact weight of 6.25?

Thank you
uwe

--
Uwe Berberich
Hemmerleinstrasse 1
96050 Bamberg

home: 0049.951.2084473
mobile: 0049.179.9020004


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