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From | Syed Basher <syed.basher@yahoo.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: -HPRESCOTT- problem |
Date | Fri, 25 Mar 2011 21:45:43 -0700 (PDT) |
Hi, May be try using id (instead of country) as cross-section identifier. Creating id is easy in Stata: http://www.stata.com/support/faqs/data/group.html I recently used the following commands to my data set, and it worked by id: hprescott lm2, stub(hp) smooth(6.25) Hope you find this helpful. Syed Basher Doha, Qatar ----- Original Message ---- From: ajjee <ajjee1@yahoo.com> To: statalist@hsphsun2.harvard.edu Sent: Sat, March 26, 2011 7:24:15 AM Subject: st: -HPRESCOTT- problem Dear All I've a panel dataset of 130 countries over the period 1970-2008. I'm facing a problem with -hprescott-. When I write the command xtset country year by country: hprescott gdp_constant , stub (hp) smooth(6.25) , the result is no observations but when I don't give the smoothing parameter,that is, by country: hprescott gdp_constant , stub (hp) it works assuming a smoothing parameter of 1600 which is for quarterly data(I think). Please help. Regards, ajjee -- View this message in context: http://statalist.1588530.n2.nabble.com/HPRESCOTT-problem-tp6209845p6209845.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/