1.open the data file

2. open the series you want to decompose for example GDP [ note: genr ly=log(GDP)]

3. press 'Procs'

4. select 'H-P' filter

5. 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-HPtrend01

Hope this will assist you. Should you have any problem please let me know.

见我的hp滤波应用的紧急求助帖，里面回答得很清楚。

金币当然给啦！掌门人nazikha指点之后，我还没明白，先给了金币。后来才明白，原来是因为我基本的东西都没搞清楚，笨。