Almost certainly not.
My code is, at best, applicable
if your variables are called
country
year
myvar
and will probably need changing
to match your variable names.
Also, -hpfilter- is full of strange
details, so I might easily be missing
something.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Giorgio
> Ricchiuti
> Sent: 13 February 2004 12:14
> To: [email protected]
> Subject: st: Re: -hpfilter- question
>
>
> 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
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