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st: RE: HP Filter


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: HP Filter
Date   Tue, 2 May 2006 18:06:26 +0100

-hpfilter- is a user-written command
that was published in STB-17 in 1994. 

Similar difficulties have indeed often
featured on Statalist, although in 
this case some of your syntax appears
illegal, which is part of the immediate
problem. 

In essence, unless you have a very 
old Stata, there is no reason to try 
to use -hpfilter-. 

Within modern Statas, it is flagged 
as "historical", which in this case
is a euphemism for "broken", I think. 

You should download Kit Baum's -hprescott- from
SSC instead.  

Nick 
n.j.cox@durham.ac.uk 

Mariano Alvarez

> I am trying to apply the hpfilter command, and I am having 
> some problems
> regarding the storage of the new variable created after the 
> filter. I've typed:
> hpfilter var
> But it didn't create a new variable with the hp-filtered 
> serie. I've also
> tried to generate a new variable, and replace it with the 
> H.var operator:
> gen a=H.var
> but Stata returns the "operator invalid" message (also trying H_var).
> Please, does anyone know what I am doing wrong? I've been finding the
> "+hpfilter +statalist" with goggle in order to see if there 
> was a similar
> question regarding my problem, but without success.

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