hodrick prescott filter

[oznur ucar]

Hello
I want to calculate the trend unemployment of 41 countries with the hodrick prescott filter. what commands should I use? could you please help? thank you.

[Eric de Souza]

help tsfilter

[Raymond Zhang]

Is this what you want?

  webuse gdp2,clear
  tsfilter hp gdp_hp = gdp_ln
  tsline gdp_hp

[Raymond Zhang]

If you need both the trend and cycle, you can use the code below:

webuse gdp2,clear
tsfilter hp gdp_hp = gdp,smooth(100) trend(tr)
twoway line gdp gdp_hp tr tq,  ///
            legend(order(1 "gdp" 2 "Cycle" 3 "Trend") col(1) pos(10) ring(0) region(fc(none) lp(blank)))  ///
            xtitle("") scheme(s1color)

Then you can get:

[oznur ucar]

Thanks