HP filter

[Margarida Alves]

Hello!

I am a new user in Stata and I am struggling with this situation.

I have panel data. I want to do the following:

-The log difference of HP filtered output in T and T-1
-The log difference of HP filtered output in (T and T+1)-(T-1)

I hope you can help me with the commands.

[Joro Kolev]

Something like this;

xtset panelvar timevar

gen variable = log(hpgdp) - log(l.hpgdp)

these second I did not undersand what you want, but you can use lead (f.) and lag (l.) operators as above. there is also l2.var which is two lags, and f2.var which is two leads etc.

[Nick Cox]

Cross-posted at https://stackoverflow.com/questions/...ilter-in-stata

[Margarida Alves]

Basically, I am trying to measure the output change based on trend filtered output.
And to get to hpgdp? Just need to do the deviation of output from its trend?

[Dario Maimone Ansaldo Patti]

Not clear what you want to do for me. As far as i understood, you detrended the gdp using the hp filter. Am i right? If so the resulting variable is the business cycle of the economy (output - trend). Why do you want to calculate the growth rate?