楼主: yzjapw
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[资料] 用eviews软件进行H-P滤波分析 |
小学生 71%
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回帖推荐1.open the data file2. open the series you want to decompose for example GDP [ note: genr ly=log(GDP)]3. press 'Procs'4. select 'H-P' filter5. It is better to use Eviews 5.0 or above, you casn get the trend and cycle seperately. 6. If you do not have eviews 5.0 or above, then after HP filtered your data, do Genr Cycles=ly-HPtrend01Hope this will assist you. Should you have any problem please let ...
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