for %i cpi gdp m2
{%i}.hpf(power=4) {%i}_trend @{%i}_cycle
next
p.s Power的设定是一个平滑参数的设定,其依据Ravn and Uhlig (2002)所建议频率幂法则;Hodrick and Prescott 建议值是 2; Ravn and Uhlig 建议值是 4.
文献
Ravn, Morten; Uhlig, Harald (2002). "On adjusting the Hodrick–Prescott filter for the frequency of observations". The Review of Economics and Statistics 84 (2): 37.
for %i cpi gdp m2
{%i}.hpf(power=4) {%i}_trend @{%i}_cycle
next
p.s Power的设定是一个平滑参数的设定,其依据Ravn and Uhlig (2002)所建议频率幂法则;Hodrick and Prescott 建议值是 2; Ravn and Uhlig 建议值是 4.
文献
Ravn, Morten; Uhlig, Harald (2002). "On adjusting the Hodrick–Prescott filter for the frequency of observations". The Review of Economics and Statistics 84 (2): 37.