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re: st: hpfilter no longer creates a filtered series


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: st: hpfilter no longer creates a filtered series
Date   Sat, 19 Feb 2011 13:26:54 -0500

<>
I have been using "hplfiter" for some time,...

Per the Statalist FAQ, you are asked to indicate where you got routines. hpfilter could be from the Stata Technical Bulletin, STB-5, which is definitely not usable with any modern version of Stata, or from Sean Becketti's website. That code is years old, and it may not function properly in modern Stata. 
Suggest that you findit hprescott for an alternative.

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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