BUTTERWORTH: Stata module to implement Butterworth square-wave highpass filter for timeseries data
butterworth filters one or more time series using the Butterworth square-wave highpass filter described in Pollock (J. Econometrics, 2000). It has somewhat similar behavior to the Hodrick-Prescott filter (see hprescott) but is more tunable.
|Requires:||Stata version 9.2|
|Date of creation:||03 Jul 2006|
|Date of revision:|
|Note:||This module should be installed from within Stata by typing "ssc install butterworth". Windows users should not attempt to download these files with a web browser.|
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