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re: Re: st: gaps in the Hodrick-Prescott filter


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: Re: st: gaps in the Hodrick-Prescott filter
Date   Sat, 30 Oct 2010 12:29:29 -0400

<>
Elena said

I have no gaps, but perhaps my date format is an issue. I use
month-day- year, as in 120479 being December 4th 1979.

Your data must be properly tsset. What does -tsset- say?  Try also -tsreport, report0- (sic)

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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