Dear Colleagues I want to correct the end point problem of H-P. I have done the instruction "addobs 12", for quarterly data, an ARIMA (to Y) and obtained the forecast values (Ye). Now I am in conditions of applying the H-P filter. But I have no solution to put the values of Y and Ye in one variable. I have tried "Yn = Y + Ye", and also some matrix operations, without success... What must I do to have a variable with the "n" values of Y and the "12" final values of "Ye" ? Best regards -- João Sousa Andrade Faculdade de Economia Av. Dias da Silva, 165 3004-512 Coimbra Tel: 351 239 790535 Fax: 351 239 790514 http://www4.fe.uc.pt/jasa