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| From | Kit Baum <kitbaum@me.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: -HPRESCOTT- problem |
| Date | Sat, 26 Mar 2011 07:06:30 -0400 |
<>
On Mar 26, 2011, at 2:33 AM, Ajee wrote:
> 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.
I see no problem with this command:
. webuse grunfeld, clear
. by company: hprescott invest, stub(hp)
. by company: hprescott invest, stub(hp2) smooth(6.25)
. tsset
panel variable: company (strongly balanced)
time variable: year, 1935 to 1954
delta: 1 year
Try that on your machine.
Kit Baum
kitbaum@me.com
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