Re: [Gretl-users] HP-filter
On Tue, 13 Jun 2006, Riccardo Jack Lucchetti wrote:
On Tue, June 13, 2006 22:40, Daniel wrote:
> Im a novice at this so my question might be kind of simple but
> does anyone know how to apply the HP-filter in gretl to alot of
> time series. I have like 200 series to filter so doing it
> manually is pretty time consuming...
Loops are your friends; try this in the console or, better
still, in a script:
loop foreach i x y z
series cyc_$i = hpfilt($i)
series tre_$i = $i - cyc_$i
end loop
Or if the series are contiguous in the data set:
loop foreach i firstv..lastv
stuff
Allin Cottrell