Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: hprescott

From   Kit Baum <>
Subject   st: hprescott
Date   Sun, 18 Jun 2006 15:35:21 -0400

Per user request, the hprescott routine (Hodrick-Prescott filter for time series data) has been updated to return both the filtered series and the trend series when the stub() option is used. The updated routine may be accessed from the SSC archive or via -adoupdate-.

Kit Baum, Boston College Economics

* For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index