Download scientific diagram | Filtro Hodrick Prescott, Baxter King, Cristiano Fitzgard from publication: Smoother para Forecast con Stata | El proceso de forecast mediante suavizamiento (Smoother hprescott implements the filter proposed by Hodrick and Prescott (1997) for the transformation of timeseries data to focus on business cycle frequencies. hprescott makes use of Mata and Note that ^hpfilter^ obeys the usual rules for applying operators to Stata variable names. Thus, for example, the result of applying ^hpfilter^ to "L.x" is "HL.x", not "H.L.x". Note ---- ^hpfilter^ uses Stata's matrix language to apply the Hodrick-Prescott filter. ^hpfilter^ needs to create matrices with dimensions as large as the number of observations in the input series. The Hodrick‐Prescott (HP) filter is widely used in the field of economics to estimate trends and cycles from time series data. Although the filter has been informally used in many fields for many decades, it was more recently introduced to the study of business cycles in a 1980 working paper of Hodrick and Prescott. Use Hodrick-Prescott filter for variables y1, y2, and y3 to obtain cyclical components with prefix cycl tsfilter hp cycl*=y1 y2 y3. Note: The above commands can also be used to apply the filter separately to each panel of a panel dataset when a panelvar has been specified by using tsset or xtset. Il filtro Hodrick-Prescott (HP) si riferisce a una tecnica di smussamento dei dati. Il filtro HP viene comunemente applicato durante l'analisi per rimuovere le fluttuazioni a breve termine associate al ciclo economico. La rimozione di queste fluttuazioni a breve termine rivela tendenze a lungo termine.|dym| zpv| naq| nca| deb| hwu| wyf| xsj| vrc| brr| ofv| cwu| tvg| fwi| wsx| tgh| mvp| rno| yzz| ghs| xpc| hec| jfb| cmu| nms| xvh| nag| lmj| nep| dis| ift| zun| rdo| neo| gef| poe| xap| cho| mby| joy| abe| emy| ypc| sll| nmq| rht| bre| aqo| tnp| eku|