Thank you Nick,
should I put your programm in my do file directly?
thanks a lot
Giorgio
----- Original Message -----
From: "Nick Cox" <[email protected]>
To: <[email protected]>
Sent: Friday, February 13, 2004 1:01 PM
Subject: st: -hpfilter- question
> Giorgio Ricchiuti
>
> > I have to apply the Hoddrick-Prescott Filter Command to my Panel.
> > Unfortunately this command does not permit to use "by". Please,
> > Do you know how I can deal with this problem? I have 143 countries.
> > So create 143 variables and then merge them takes quiet long time.
>
> Something like this may help.
>
> tsset country year
>
> gen hppredict = .
>
> levels country, local(C)
> qui foreach c of local C {
> hpfilter myvar if country == `c'
> replace hppredict = H_myvar if country == `c'
> drop H_myvar
> }
>
> See also
> http://www.stata.com/support/faqs/data/foreach.html
>
> Nick
> [email protected]
>
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
