tawjuan 发表于 2012-11-20 21:25 
谢谢epoh老师的帮助! 国外的期刊一般都是detrended\seasonal adjusted,但国内的处理方法千姿百态,经济学 ...
给你找份文献:
RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
data:data.xls
GDP:Real Gross Domestic Product
Source: U.S. Department of Commerce: Bureau of Economic Analysis
Seasonal Adjustment:Seasonally Adjusted Annual Rate
%数据处理 data.m
[gdp] = xlsread('data.xls','B15:B203');
y=log(gdp);
[trend] = hpfilter(y,1600);
y=(y-trend); %detrend
运行文件:model.mod