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Re: st: -HPRESCOTT- problem


From   Syed Basher <[email protected]>
To   [email protected]
Subject   Re: st: -HPRESCOTT- problem
Date   Fri, 25 Mar 2011 21:45:43 -0700 (PDT)

Hi,

May be try using id (instead of country) as cross-section identifier. Creating 
id is easy in Stata:
http://www.stata.com/support/faqs/data/group.html

I recently used the following commands to my data set, and it worked 
by id: hprescott lm2, stub(hp) smooth(6.25)

Hope you find this helpful.

Syed Basher
Doha, Qatar



----- Original Message ----
From: ajjee <[email protected]>
To: [email protected]
Sent: Sat, March 26, 2011 7:24:15 AM
Subject: st: -HPRESCOTT- problem

Dear All

I've a panel dataset of 130 countries over the period 1970-2008. I'm facing
a problem with -hprescott-. When I write the command 

xtset country year

by country: hprescott  gdp_constant , stub (hp) smooth(6.25) , the result is 
no observations

but when I don't give the smoothing parameter,that is,

by country: hprescott  gdp_constant , stub (hp)

it works assuming a smoothing parameter of 1600 which is for quarterly
data(I think). Please help.

Regards,

ajjee



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