[Gretl-users] hp confidence interval building

Hello. I'm trying to implement the Gallego-Johnson method for building confidence intervals for the HP filter. The methodology is explained in this diagram: I wrote the following code: smpl full genr gdp_d11 = pbip_d11 genr cycle = hpfilt(gdp_d11) genr trend = gdp_d11-cycle matrix A = {} matrix A = A ~ {cycle} scalar n = 1000 loop for counter=1..n --quiet genr auxvar1=trend+resample(cycle,22) genr auxvar2=auxvar1-hpfilt(auxvar1) genr auxvar3 = hpfilt(auxvar1) matrix A = A ~ {auxvar3} endloop mlbgap=quantile(transp(A),0.05) series lbgap=mlbgap genr lbgap=cycle-lbgap But the outputs are wrong. I don't get what I'm doing wrong. I'd be grateful for some help. Thanks! PC