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Re: st: RE: RE: Hodrick Prescott-Filter

From   [email protected]
To   [email protected]
Subject   Re: st: RE: RE: Hodrick Prescott-Filter
Date   Thu, 25 Jul 2002 09:37:33 -0300

Thanks to Nick and Pat, hpfilter works fine now.

                    [email protected]                                                               
                    Sent by:                         To:     [email protected]             
                    [email protected]       cc:                                                
                                 Subject:     st: RE: RE: Hodrick Prescott-Filter   
                    24/07/02 04:37 p.m.                                                                 
                    Please respond to                                                                   

-hpfilter- is part of the Becketti Time-series Library (tslib) and requires
other tslib utilities in order to run properly.  Installing the entire
on your computer should solve your problem.  The issue of -hpfilter-
surfaces from time to time on the list.  To wit, a quick glance at the
archives over the last few months shows that it has crept up in March,
April, June and now July of 2002.

I would be more than willing to update -hpfilter- so that it no longer
relies on the files of the Becketti tslib.  This could be done in a snap
I am not convinced that it would be of much help since the re-write would
require a new name for the package.  So long as -hpfilter- remains on SSC,
people will continue to use it and experience some mild frustration with
Therefore, I'd like to know if anyone has any suggestion on how we should
handle modules that use dated syntax and whose original author(s) no longer
seem to be 'keeping in touch' with the Stata/Statalist community.   I am
just trying to bounce so ideas here... the answer could very well be 'do

Pat Joly
[email protected]
[email protected]

> -----Original Message-----
> From: Nick Cox [mailto:[email protected]]
> Sent: July 24, 2002 2:57 PM
> To: [email protected]
> Subject: st: RE: Hodrick Prescott-Filter
> [email protected]
> >
> > I'm using Stata7 and I have installed the hpfilter command
> > from the STB17.
> > I had no problem with the installation but the command does
> > not seem to
> > work.
> > I type hpfilter varname as the help file says and I get no ouput (no
> > complaints either).
> > I installed the command directly from Stata so I don't
> > think there was a
> > problem with that.
> Please see Statalist archives, e.g. thread
> starting March 28.

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