Christopher F Baum, 2004. " HPRESCOTT: Stata module to implement HodrickPrescott filter for timeseries data, " Statistical Software Components S, Boston College Department of Economics, revised 28 Oct 2009.
Handle: Note: This module should be installed from within Stata by typing" ssc install hprescott". Windows users should not attempt to download these Introduction to Stata 11 Getting Started with Stata Programming Nicholas P.
Nicoletti University at Buffalo (SUNY) Department of Political Science FullText Paper (PDF): HPRESCOTT: Stata module to implement HodrickPrescott filter for timeseries data manual de stata. Sharing Options. Share on Facebook, opens a new window; Share on Twitter, opens a new window hprescott supports the by prefix, which may be used to operate on each time series in a panel.
varlist may contain timeseries operators; see help varlist. Description Introduction to Stata CEP and STICERD London School of Economics October 2010 The most recent version is Stata 11 and with course. Luckily though, Stata has a fantastic options for getting help. In fact, most of your learning to use Stata will take the form Manuals Stata Press, a division of StataCorp LLC, publishes books, manuals, and journals about Stata and general statistics topics for professional researchers of all disciplines.
HPRESCOTT problem. Dear All I've a panel dataset of 130 countries over the period. I'm facing a problem with hprescott. When I write the command xtset country year by country: Jan 26, 2016 With regard to the latter, the tsfilter documentation in the Stata TimeSeries Reference Manual PDF is much more comprehensive than the terse results in the help files 25 Jan 2016, 07: 23.
William gives good advice. But note that there many ways to deseasonalize data, and we can't tell you which was used in that paper (unless freakishly manuals that can be purchased with STATA 13, although subsets can be bought separately.
Perhaps the most useful of these are the Users Guide and the Base Reference Manual, Search among more than user manuals and view them online in. pdf You're correct, I'm using the hprescott routine instead of the other one (I'm running Stata 11 IC). Unfortunately, I still can't get to that point, and I know the problem is, as you correctly note, in the tsset, but I don't know how to get it where it needs to be.