Hi, I am trying to apply a Hodrick-Prescott filter in a time-series variable.
Could you please help me with that? I cannot understand why it mentions this note about gaps..
Thanks
Nikos
Code:
format date %tm tsset date time variable: date, 3116m9 to 3707m8, but with gaps delta: 1 month . tsfilter hp lind_hp = lind, smooth(129600) Number of gaps in sample: 232 sample may not contain gaps r(498);
Could you please help me with that? I cannot understand why it mentions this note about gaps..
Thanks
Nikos
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