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st: RE: Re: RE: Re: -hpfilter- question

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: RE: Re: -hpfilter- question
Date   Fri, 27 Feb 2004 16:15:24 -0000

Sorry, Giorgio: I can't see your data from here
to experiment. Nor am I an expert on that program. 

But I do know that -hpfilter- is full of bizarre
things. Some interest was shown a while ago  
in rewriting it, but I'm not sure what became of 
that. Possibly good intentions were not enough, 
and the project was swamped by other things. 

[email protected] 

Giorgio Ricchiuti

> I tried to use your programma and at the beginning I thought 
> it was ok.
> However, I've found out that there are some countries for 
> which the programm
> does not work, they present just missing values. Do you know 
> why? is it tsset?

Nick Cox
> > 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.

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