tag:blogger.com,1999:blog-6883247404678549489.post2322047138607461214..comments2024-03-27T19:51:00.637-07:00Comments on EViews: Hamilton’s “Why you should never use the Hodrick-Prescott Filter”IHSEViewshttp://www.blogger.com/profile/04703437003033046408noreply@blogger.comBlogger17125tag:blogger.com,1999:blog-6883247404678549489.post-48150768071075555322022-05-01T09:16:18.987-07:002022-05-01T09:16:18.987-07:00Why is GDP in log?Why is GDP in log?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-53981612792504441482020-02-28T13:29:58.349-08:002020-02-28T13:29:58.349-08:00Hi!
I applied your commands for Perú, however the ...Hi!<br />I applied your commands for Perú, however the cycle of GPD dont occillate around zero.<br /><br />Also, my data has frecuency quarterlyAnonymoushttps://www.blogger.com/profile/06207359705710265856noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-48353171637361606522020-01-12T07:23:30.566-08:002020-01-12T07:23:30.566-08:00After implementing the manual procedure, I realize...After implementing the manual procedure, I realized that the residuals and the fitted values (forecasted) have 11 missing data points by showing NA. Is that right please? Thank you.Abdulhttps://www.blogger.com/profile/11494958217002581200noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-36320238048430809562019-09-04T08:53:03.701-07:002019-09-04T08:53:03.701-07:00This a great post, I have applied both filters usi...This a great post, I have applied both filters using this code, the cycles produced by Hamilton's regression filter tend to be longer and timing of the cycles is slightly different between the two methodsAmeerhttps://www.blogger.com/profile/06577929282472513897noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-23315751891442299392019-08-21T23:54:18.425-07:002019-08-21T23:54:18.425-07:00The great Professor Giles!The great Professor Giles!Mph Bosupenghttps://www.blogger.com/profile/16691761399359925792noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-83163942582097196452019-08-18T23:23:49.604-07:002019-08-18T23:23:49.604-07:00Wonderful. How come the fitted value is not smooth...Wonderful. How come the fitted value is not smooth like the HP trend?Mph Bosupenghttps://www.blogger.com/profile/16691761399359925792noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-30852415815279039162018-09-10T22:05:07.833-07:002018-09-10T22:05:07.833-07:00http://econweb.ucsd.edu/~jhamilto/software.htm#HPhttp://econweb.ucsd.edu/~jhamilto/software.htm#HPIHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-50540891665630071872018-09-04T06:27:25.791-07:002018-09-04T06:27:25.791-07:00Hi!
Where can I get the data?Hi!<br />Where can I get the data?Economista Mirimhttps://www.blogger.com/profile/09441548082708436908noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-15457873090233921592018-05-29T16:03:20.878-07:002018-05-29T16:03:20.878-07:00Very much depends on the study in question. I sug...Very much depends on the study in question. I suggest reading Section 4.3 of Hamilton's paper.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-43222839656348899022018-05-29T10:24:35.622-07:002018-05-29T10:24:35.622-07:00Nice demonstration. But what if it is annual data...Nice demonstration. But what if it is annual data? how many periods will we offset it and what is the appropriate lag? thanks<br />Dr. Olubiyihttps://www.blogger.com/profile/16355492871947425138noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-58416202590233116262018-04-25T03:34:53.232-07:002018-04-25T03:34:53.232-07:00I have one further question. How would I proceed, ...I have one further question. How would I proceed, if I have annual data instead of quarterly data or monthly?Anonymoushttps://www.blogger.com/profile/11034119156756708036noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-10606652852358263132018-03-16T10:17:10.933-07:002018-03-16T10:17:10.933-07:00Nice demonstration Nice demonstration Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-84905263025127987252018-01-10T13:14:02.604-08:002018-01-10T13:14:02.604-08:00Shift it by 24 periods rather than 8.Shift it by 24 periods rather than 8.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-74253611963818238402018-01-09T08:33:51.345-08:002018-01-09T08:33:51.345-08:00I have one further question. How would I proceed, ...I have one further question. How would I proceed, if I have monthly instead of quarterly data? Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-84986148374056675432017-11-29T05:22:53.742-08:002017-11-29T05:22:53.742-08:00Excuse me please, is this method good dealing with...Excuse me please, is this method good dealing with phase shifts?Anonymoushttps://www.blogger.com/profile/01173568415396015542noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-90252719958162863452017-09-26T12:56:12.158-07:002017-09-26T12:56:12.158-07:00Thank you a lot.Thank you a lot.Santosh Dashhttps://www.blogger.com/profile/02016226999263087762noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-5245145322518945562017-07-26T17:33:09.988-07:002017-07-26T17:33:09.988-07:00Nice job! Thanks.Nice job! Thanks.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.com