Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: gaps in the Hodrick-Prescott filter

From   Elena Quercioli <>
Subject   st: gaps in the Hodrick-Prescott filter
Date   Fri, 29 Oct 2010 22:27:22 -0400

Dear Statlist members.
I am using the Hodrick Prescott filter for a simple time series and I
get an error message telling me that Hodrick Prescott does not work
with gaps.

Can anyone help me understand what that means?

Thank you in advance.
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index