On Tue, 13 Jun 2006, Riccardo Jack Lucchetti wrote: > On Tue, June 13, 2006 22:40, Daniel wrote:
>> Im a novice at this so my question might be kind of simple but >> does anyone know how to apply the HP-filter in gretl to alot of >> time series. I have like 200 series to filter so doing it >> manually is pretty time consuming... > > Loops are your friends; try this in the console or, better > still, in a script: > > loop foreach i x y z > series cyc_$i = hpfilt($i) > series tre_$i = $i - cyc_$i > end loop Or if the series are contiguous in the data set: loop foreach i firstv..lastv stuff Allin Cottrell
