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st: RE: HP Filter
-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
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
> 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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