我发现了解决的办法，希望对大家有帮助

It is possible to install from the net. Do

. net from http://sameos.net/stata

. net install hp

Usage is simple and not very flexible. You need two variables, the one you want to filter, and a variable that index time. You need to set "matsize" to a number larger than the number of observations. Here is an example, using this dataset.

. set matsize 100

. hp lgdp, t(quarter) pre(hp) lambda(1600)

. list quarter lgdp hp_lgdp

本是请教这个问题，但没人回答，后来自己找到了，提供给大家

HP滤波是一种趋势分析方法