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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 * * 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/