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lisa carnicelli
Join Date:
Jul 2018
Posts:
10
#1
Detrend panel data
02 Aug 2018, 10:36
Hello I am working with monthly data, and I need to remove seasonality from my variables. What do you think it's the best way to do so ?
Stefano Grillini
Join Date:
Jun 2015
Posts:
85
#2
02 Aug 2018, 10:38
Hi lisa,
One way to find trends and remove seasonalities is the Holdrick-Prescott filter: hprescott may be useful.
Best
Stefano
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